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 | 2.21% | 0.45 CHF | 0.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 44,657 CHF | 45,657 CHF | 99.97% | 99.97% |
19/11/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,878 CHF | 47,878 CHF | 99.86% | 99.86% |
18/11/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 45,339 CHF | 46,339 CHF | 99.91% | 99.91% |
15/11/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,818 CHF | 47,818 CHF | 100.00% | 100.00% |
14/11/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 47,307 CHF | 48,307 CHF | 99.71% | 99.71% |
13/11/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 47,646 CHF | 48,646 CHF | 99.93% | 99.93% |
12/11/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,324 CHF | 47,324 CHF | 99.80% | 99.80% |
11/11/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,831 CHF | 42,831 CHF | 99.81% | 99.81% |
08/11/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,111 CHF | 43,111 CHF | 99.89% | 99.89% |
07/11/2024 | 2.30% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,989 CHF | 43,989 CHF | 99.90% | 99.90% |