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 | 2.94% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,790 CHF | 17,290 CHF | 99.97% | 99.97% |
19/11/2024 | 3.03% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,286 CHF | 16,786 CHF | 99.82% | 99.82% |
18/11/2024 | 2.61% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,896 CHF | 19,396 CHF | 99.95% | 99.95% |
15/11/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,283 CHF | 21,783 CHF | 100.00% | 100.00% |
14/11/2024 | 2.61% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,064 CHF | 19,564 CHF | 96.02% | 96.02% |
13/11/2024 | 2.73% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,052 CHF | 18,552 CHF | 99.97% | 99.97% |
12/11/2024 | 2.55% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,372 CHF | 19,872 CHF | 99.83% | 99.83% |
11/11/2024 | 2.01% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,688 CHF | 25,188 CHF | 99.85% | 99.85% |
08/11/2024 | 1.98% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 49,987 | 25,064 CHF | 25,557 CHF | 99.86% | 99.86% |
07/11/2024 | 1.54% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,143 CHF | 32,643 CHF | 99.91% | 99.91% |