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 | 2.81% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,084 CHF | 36,084 CHF | 99.39% | 99.39% |
19/11/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,301 CHF | 42,301 CHF | 99.28% | 99.28% |
18/11/2024 | 2.57% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,563 CHF | 39,563 CHF | 99.30% | 99.30% |
15/11/2024 | 3.59% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 27,639 CHF | 28,639 CHF | 99.37% | 99.37% |
14/11/2024 | 3.06% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 32,245 CHF | 33,245 CHF | 99.39% | 99.39% |
13/11/2024 | 3.32% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 29,653 CHF | 30,653 CHF | 99.39% | 99.39% |
12/11/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,802 CHF | 32,802 CHF | 99.08% | 99.08% |
11/11/2024 | 3.57% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,354 CHF | 29,354 CHF | 99.31% | 99.31% |
08/11/2024 | 2.42% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,141 CHF | 42,141 CHF | 99.39% | 99.39% |
07/11/2024 | 3.28% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,559 CHF | 31,559 CHF | 99.28% | 99.28% |