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 | 1.78% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,579 CHF | 56,579 CHF | 100.00% | 100.00% |
19/11/2024 | 1.79% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,561 CHF | 56,561 CHF | 99.26% | 99.26% |
18/11/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,884 CHF | 60,884 CHF | 99.89% | 99.89% |
15/11/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,768 CHF | 60,768 CHF | 100.00% | 100.00% |
14/11/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,472 CHF | 59,472 CHF | 100.00% | 100.00% |
13/11/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,213 CHF | 54,213 CHF | 100.00% | 100.00% |
12/11/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,918 CHF | 57,918 CHF | 99.66% | 99.66% |
11/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,415 CHF | 57,415 CHF | 99.89% | 99.89% |
08/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,921 CHF | 55,921 CHF | 100.00% | 100.00% |
07/11/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,823 CHF | 53,823 CHF | 99.91% | 99.91% |