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 | 1.93% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 102,666 CHF | 104,666 CHF | 99.39% | 99.39% |
19/11/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,833 CHF | 52,833 CHF | 99.30% | 99.30% |
18/11/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,814 CHF | 52,814 CHF | 99.29% | 99.29% |
15/11/2024 | 2.03% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 48,865 CHF | 49,865 CHF | 99.39% | 99.39% |
14/11/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,198 CHF | 56,198 CHF | 99.39% | 99.39% |
13/11/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,176 CHF | 56,176 CHF | 99.38% | 99.38% |
12/11/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 49,830 CHF | 50,830 CHF | 99.08% | 99.08% |
11/11/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 49,836 CHF | 50,836 CHF | 99.24% | 99.24% |
08/11/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 49,683 CHF | 50,683 CHF | 99.39% | 99.39% |
07/11/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 47,128 CHF | 48,128 CHF | 99.28% | 99.28% |