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 | 1.68% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,056 CHF | 60,056 CHF | 99.37% | 99.37% |
19/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,164 CHF | 59,164 CHF | 99.30% | 99.30% |
18/11/2024 | 1.85% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,621 CHF | 54,621 CHF | 99.28% | 99.28% |
15/11/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 118,279 | 118,279 | 57,678 CHF | 58,861 CHF | 99.39% | 99.39% |
14/11/2024 | 2.33% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 126,691 | 126,691 | 53,857 CHF | 55,124 CHF | 99.37% | 99.37% |
13/11/2024 | 2.56% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 146,053 | 146,053 | 56,318 CHF | 57,779 CHF | 99.35% | 99.35% |
12/11/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,262 | 150,262 | 55,753 CHF | 57,256 CHF | 99.08% | 99.08% |
11/11/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,283 CHF | 53,783 CHF | 99.27% | 99.27% |
08/11/2024 | 2.72% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,414 CHF | 55,914 CHF | 99.39% | 99.39% |
07/11/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 149,635 | 149,635 | 53,225 CHF | 54,721 CHF | 99.24% | 99.24% |