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 | 3.13% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,475 CHF | 32,475 CHF | 99.95% | 99.95% |
19/11/2024 | 3.33% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 29,500 CHF | 30,500 CHF | 99.85% | 99.85% |
18/11/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 99,989 | 30,818 CHF | 31,814 CHF | 99.91% | 99.91% |
15/11/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 29,447 CHF | 30,447 CHF | 100.00% | 100.00% |
14/11/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 99,978 | 28,853 CHF | 29,847 CHF | 99.66% | 99.66% |
13/11/2024 | 3.43% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,643 CHF | 29,643 CHF | 99.93% | 99.93% |
12/11/2024 | 3.28% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 99,998 | 29,990 CHF | 30,989 CHF | 99.81% | 99.81% |
11/11/2024 | 2.85% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,578 CHF | 35,578 CHF | 99.81% | 99.81% |
08/11/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,169 CHF | 35,169 CHF | 99.88% | 99.88% |
07/11/2024 | 2.94% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,551 CHF | 34,551 CHF | 99.90% | 99.90% |