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 | 1.76% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,444 CHF | 57,444 CHF | 99.38% | 99.38% |
19/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,133 CHF | 57,133 CHF | 95.55% | 95.55% |
18/11/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,961 CHF | 55,961 CHF | 99.31% | 99.31% |
15/11/2024 | 1.86% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,261 CHF | 54,261 CHF | 99.35% | 99.35% |
14/11/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,401 CHF | 56,401 CHF | 99.26% | 99.26% |
13/11/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 89,210 | 89,210 | 48,653 CHF | 49,545 CHF | 99.09% | 99.09% |
12/11/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,505 CHF | 28,005 CHF | 98.41% | 98.41% |
11/11/2024 | 1.83% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,112 CHF | 27,612 CHF | 98.94% | 98.94% |
08/11/2024 | 1.98% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 56,349 | 56,349 | 28,145 CHF | 28,709 CHF | 99.40% | 99.40% |
07/11/2024 | 1.93% | 0.48 CHF | 0.49 CHF | 63,000 | 63,000 | 51,772 | 51,772 | 26,556 CHF | 27,074 CHF | 99.10% | 99.10% |