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 | 3.08% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 32,027 CHF | 33,027 CHF | 99.39% | 99.39% |
19/11/2024 | 3.40% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,490 CHF | 14,990 CHF | 99.28% | 99.28% |
18/11/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,262 CHF | 18,762 CHF | 99.31% | 99.31% |
15/11/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,451 CHF | 18,951 CHF | 99.39% | 99.39% |
14/11/2024 | 3.34% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,766 CHF | 15,266 CHF | 99.37% | 99.37% |
13/11/2024 | 3.17% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,622 CHF | 16,122 CHF | 99.38% | 99.38% |
12/11/2024 | 2.78% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,788 CHF | 18,288 CHF | 99.10% | 99.10% |
11/11/2024 | 1.95% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,352 CHF | 25,852 CHF | 99.28% | 99.28% |
08/11/2024 | 2.26% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,951 CHF | 22,451 CHF | 99.39% | 99.39% |
07/11/2024 | 1.69% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,384 CHF | 29,884 CHF | 99.28% | 99.28% |