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 | 2.29% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,086 CHF | 44,086 CHF | 100.00% | 100.00% |
19/11/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,731 CHF | 40,731 CHF | 100.00% | 100.00% |
18/11/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 44,023 CHF | 45,023 CHF | 100.00% | 100.00% |
15/11/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 41,900 CHF | 42,800 CHF | 100.00% | 100.00% |
14/11/2024 | 2.17% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 45,724 CHF | 46,724 CHF | 100.00% | 100.00% |
13/11/2024 | 2.42% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 40,859 CHF | 41,859 CHF | 100.00% | 100.00% |
12/11/2024 | 1.98% | 0.47 CHF | 0.48 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 44,996 CHF | 45,896 CHF | 100.00% | 100.00% |
11/11/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,086 CHF | 53,086 CHF | 100.00% | 100.00% |
08/11/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 43,375 CHF | 44,275 CHF | 100.00% | 100.00% |
07/11/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,038 CHF | 51,038 CHF | 100.00% | 100.00% |