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 | 3.48% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,533 CHF | 29,533 CHF | 100.00% | 100.00% |
19/11/2024 | 3.15% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,318 CHF | 32,318 CHF | 99.91% | 99.91% |
18/11/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,877 CHF | 35,877 CHF | 99.91% | 99.91% |
15/11/2024 | 2.57% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,477 CHF | 39,477 CHF | 100.00% | 100.00% |
14/11/2024 | 2.73% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,402 CHF | 37,402 CHF | 100.00% | 100.00% |
13/11/2024 | 3.43% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,642 CHF | 29,642 CHF | 100.00% | 100.00% |
12/11/2024 | 2.93% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,783 CHF | 34,783 CHF | 99.71% | 99.71% |
11/11/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,833 CHF | 39,833 CHF | 99.91% | 99.91% |
08/11/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,451 CHF | 38,451 CHF | 100.00% | 100.00% |
07/11/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,741 CHF | 39,741 CHF | 99.90% | 99.90% |