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 | 6.12% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 15,882 CHF | 16,882 CHF | 99.81% | 99.81% |
19/11/2024 | 6.02% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 16,131 CHF | 17,131 CHF | 99.72% | 99.72% |
18/11/2024 | 5.77% | 0.17 CHF | 0.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 16,836 CHF | 17,836 CHF | 99.71% | 99.71% |
15/11/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 17,681 CHF | 18,681 CHF | 99.81% | 99.81% |
14/11/2024 | 5.76% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 16,892 CHF | 17,892 CHF | 99.81% | 99.81% |
13/11/2024 | 5.54% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 17,570 CHF | 18,570 CHF | 99.81% | 99.81% |
12/11/2024 | 5.44% | 0.17 CHF | 0.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 17,893 CHF | 18,893 CHF | 99.51% | 99.51% |
11/11/2024 | 5.48% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 17,755 CHF | 18,755 CHF | 99.72% | 99.72% |
08/11/2024 | 5.26% | 0.17 CHF | 0.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,543 CHF | 19,543 CHF | 99.81% | 99.81% |
07/11/2024 | 5.08% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,216 CHF | 20,216 CHF | 95.69% | 95.69% |