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 | 1.95% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,924 CHF | 51,924 CHF | 99.38% | 99.38% |
19/11/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,065 CHF | 58,065 CHF | 99.27% | 99.27% |
18/11/2024 | 1.82% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,408 CHF | 55,408 CHF | 99.30% | 99.30% |
15/11/2024 | 2.28% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,572 CHF | 44,572 CHF | 99.37% | 99.37% |
14/11/2024 | 2.06% | 0.44 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 48,129 CHF | 49,129 CHF | 99.39% | 99.39% |
13/11/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 45,512 CHF | 46,512 CHF | 99.39% | 99.39% |
12/11/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 47,700 CHF | 48,700 CHF | 99.08% | 99.08% |
11/11/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 44,268 CHF | 45,268 CHF | 99.31% | 99.31% |
08/11/2024 | 1.74% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,092 CHF | 58,092 CHF | 99.39% | 99.39% |
07/11/2024 | 2.14% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,558 CHF | 47,558 CHF | 99.27% | 99.27% |