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 | 2.26% | 0.90 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,451 CHF | 89,451 CHF | 99.53% | 99.53% |
19/11/2024 | 2.34% | 0.85 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,675 CHF | 86,675 CHF | 99.49% | 99.49% |
18/11/2024 | 2.40% | 0.81 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,461 CHF | 84,461 CHF | 99.51% | 99.51% |
15/11/2024 | 2.54% | 0.76 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,839 CHF | 79,839 CHF | 98.95% | 98.95% |
14/11/2024 | 2.31% | 0.82 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,595 CHF | 87,595 CHF | 99.57% | 99.57% |
13/11/2024 | 2.51% | 0.93 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,377 CHF | 81,377 CHF | 97.05% | 97.05% |
12/11/2024 | 3.02% | 0.70 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,250 CHF | 67,250 CHF | 99.56% | 99.56% |
11/11/2024 | 3.07% | 0.64 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,232 CHF | 66,232 CHF | 99.51% | 99.51% |
08/11/2024 | 3.05% | 0.66 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,657 CHF | 66,657 CHF | 99.51% | 99.51% |
07/11/2024 | 3.55% | 0.55 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,352 CHF | 57,352 CHF | 98.83% | 98.83% |