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% | 0.48 CHF | 0.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 103,710 CHF | 105,710 CHF | 100.00% | 100.00% |
19/11/2024 | 2.15% | 0.49 CHF | 0.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 92,315 CHF | 94,315 CHF | 86.98% | 86.98% |
18/11/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 115,244 CHF | 117,244 CHF | 99.94% | 99.94% |
15/11/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 113,387 CHF | 115,387 CHF | 100.00% | 100.00% |
14/11/2024 | 2.00% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 99,081 CHF | 101,081 CHF | 100.00% | 100.00% |
13/11/2024 | 2.17% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 91,438 CHF | 93,438 CHF | 100.00% | 100.00% |
12/11/2024 | 1.95% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 101,792 CHF | 103,792 CHF | 99.98% | 99.98% |
11/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 109,409 CHF | 111,409 CHF | 100.00% | 100.00% |
08/11/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 97,922 CHF | 99,922 CHF | 98.94% | 98.94% |
07/11/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 113,752 CHF | 115,752 CHF | 85.74% | 85.74% |