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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 33,729 CHF | 34,721 CHF | 100.00% | 100.00% |
20/11/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 35,554 CHF | 36,545 CHF | 100.00% | 100.00% |
19/11/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 37,726 CHF | 38,717 CHF | 100.00% | 100.00% |
18/11/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 37,673 CHF | 38,665 CHF | 100.00% | 100.00% |
15/11/2024 | 2.93% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,692 CHF | 34,692 CHF | 71.38% | 71.38% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 99,052 | 99,052 | 29,284 CHF | 30,276 CHF | 98.93% | 98.93% |
12/11/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 28,085 CHF | 29,076 CHF | 100.00% | 100.00% |
11/11/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 28,859 CHF | 29,851 CHF | 100.00% | 100.00% |
08/11/2024 | 3.23% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 30,515 CHF | 31,507 CHF | 100.00% | 100.00% |