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 | 1.14% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,896 CHF | 87,896 CHF | 99.39% | 99.39% |
19/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,580 CHF | 81,580 CHF | 99.28% | 99.28% |
18/11/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,779 CHF | 84,779 CHF | 99.30% | 99.30% |
15/11/2024 | 1.05% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,972 CHF | 95,972 CHF | 99.37% | 99.37% |
14/11/2024 | 1.10% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,223 CHF | 91,223 CHF | 99.38% | 99.38% |
13/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,891 CHF | 93,891 CHF | 99.39% | 99.39% |
12/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,598 CHF | 91,598 CHF | 99.07% | 99.07% |
11/11/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,295 CHF | 95,295 CHF | 99.31% | 99.31% |
08/11/2024 | 1.22% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,816 CHF | 82,816 CHF | 99.39% | 99.39% |
07/11/2024 | 1.07% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,884 CHF | 93,884 CHF | 99.28% | 99.28% |