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 | 3.46% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,376 CHF | 29,376 CHF | 99.98% | 99.98% |
19/11/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,242 CHF | 31,242 CHF | 99.92% | 99.92% |
18/11/2024 | 3.32% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 29,618 CHF | 30,618 CHF | 99.95% | 99.95% |
15/11/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 29,333 CHF | 30,333 CHF | 100.00% | 100.00% |
14/11/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 27,915 CHF | 28,915 CHF | 99.79% | 99.79% |
13/11/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 27,845 CHF | 28,845 CHF | 99.96% | 99.96% |
12/11/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,389 CHF | 27,389 CHF | 99.77% | 99.77% |
11/11/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,936 CHF | 25,936 CHF | 99.82% | 99.82% |
08/11/2024 | 3.99% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,602 CHF | 25,602 CHF | 99.76% | 99.76% |
07/11/2024 | 4.05% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,184 CHF | 25,184 CHF | 99.91% | 99.91% |