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 | 1.41% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,417 CHF | 71,417 CHF | 99.49% | 99.49% |
19/11/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,986 CHF | 72,986 CHF | 99.01% | 99.01% |
18/11/2024 | 1.48% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,028 CHF | 68,028 CHF | 99.08% | 99.08% |
15/11/2024 | 1.96% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,447 CHF | 52,447 CHF | 99.43% | 99.43% |
14/11/2024 | 2.32% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,610 CHF | 43,610 CHF | 99.49% | 99.49% |
13/11/2024 | 2.09% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 47,407 CHF | 48,407 CHF | 99.21% | 99.21% |
12/11/2024 | 1.57% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,694 CHF | 64,694 CHF | 99.08% | 99.08% |
11/11/2024 | 1.36% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,882 CHF | 73,882 CHF | 99.39% | 99.39% |
08/11/2024 | 1.44% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,166 CHF | 70,166 CHF | 99.49% | 99.49% |
07/11/2024 | 1.52% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,311 CHF | 66,311 CHF | 99.36% | 99.36% |