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 | 2.74% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,021 CHF | 37,021 CHF | 99.81% | 99.81% |
19/11/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,761 CHF | 37,761 CHF | 99.72% | 99.72% |
18/11/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,898 CHF | 38,898 CHF | 99.71% | 99.71% |
15/11/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,050 CHF | 37,050 CHF | 99.81% | 99.81% |
14/11/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,657 CHF | 36,657 CHF | 99.81% | 99.81% |
13/11/2024 | 2.87% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,404 CHF | 35,404 CHF | 99.81% | 99.81% |
12/11/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,266 CHF | 34,266 CHF | 99.51% | 99.51% |
11/11/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,003 CHF | 34,003 CHF | 99.72% | 99.72% |
08/11/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,790 CHF | 35,790 CHF | 99.81% | 99.81% |
07/11/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 32,490 CHF | 33,490 CHF | 95.70% | 95.70% |