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 | 2.47% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 40,118 CHF | 41,110 CHF | 100.00% | 100.00% |
20/11/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 45,650 CHF | 46,641 CHF | 100.00% | 100.00% |
19/11/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 99,066 | 99,066 | 46,301 CHF | 47,292 CHF | 100.00% | 100.00% |
18/11/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 46,485 CHF | 47,477 CHF | 100.00% | 100.00% |
15/11/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 47,831 CHF | 48,831 CHF | 71.41% | 71.41% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 99,051 | 99,051 | 50,744 CHF | 51,735 CHF | 99.57% | 99.57% |
12/11/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 51,121 CHF | 52,112 CHF | 100.00% | 100.00% |
11/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 49,309 CHF | 50,301 CHF | 100.00% | 100.00% |
08/11/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 51,504 CHF | 52,496 CHF | 100.00% | 100.00% |