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 | 1.46% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,197 CHF | 69,197 CHF | 99.39% | 99.39% |
19/11/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,566 CHF | 33,066 CHF | 99.30% | 99.30% |
18/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,376 CHF | 36,876 CHF | 99.31% | 99.31% |
15/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,604 CHF | 37,104 CHF | 99.39% | 99.39% |
14/11/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,906 CHF | 33,406 CHF | 99.37% | 99.37% |
13/11/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,780 CHF | 34,280 CHF | 99.39% | 99.39% |
12/11/2024 | 1.38% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,910 CHF | 36,410 CHF | 99.09% | 99.09% |
11/11/2024 | 1.14% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,504 CHF | 44,004 CHF | 99.29% | 99.29% |
08/11/2024 | 1.24% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,117 CHF | 40,617 CHF | 99.39% | 99.39% |
07/11/2024 | 1.05% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,609 CHF | 48,109 CHF | 99.28% | 99.28% |