Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1.91% | 1.06 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,966 CHF | 105,966 CHF | 99.53% | 99.53% |
19/11/2024 | 1.96% | 1.02 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,172 CHF | 103,172 CHF | 99.49% | 99.49% |
18/11/2024 | 2.00% | 0.97 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,009 CHF | 101,008 CHF | 99.51% | 99.51% |
15/11/2024 | 2.10% | 0.93 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,426 CHF | 96,426 CHF | 98.95% | 98.95% |
14/11/2024 | 1.94% | 0.99 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,156 CHF | 104,156 CHF | 99.57% | 99.57% |
13/11/2024 | 2.07% | 1.09 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,947 CHF | 97,947 CHF | 97.05% | 97.05% |
12/11/2024 | 2.42% | 0.86 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,807 CHF | 83,807 CHF | 99.56% | 99.56% |
11/11/2024 | 2.45% | 0.80 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,809 CHF | 82,809 CHF | 99.51% | 99.51% |
08/11/2024 | 2.43% | 0.82 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,268 CHF | 83,268 CHF | 99.51% | 99.51% |
07/11/2024 | 2.74% | 0.72 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,029 CHF | 74,029 CHF | 98.83% | 98.83% |