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 | 4.33% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 22,624 CHF | 23,624 CHF | 99.98% | 99.98% |
19/11/2024 | 4.69% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 20,831 CHF | 21,831 CHF | 99.92% | 99.92% |
18/11/2024 | 4.57% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,411 CHF | 22,411 CHF | 99.93% | 99.93% |
15/11/2024 | 4.49% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,776 CHF | 22,776 CHF | 100.00% | 100.00% |
14/11/2024 | 4.21% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,236 CHF | 24,236 CHF | 99.72% | 99.72% |
13/11/2024 | 4.18% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,433 CHF | 24,433 CHF | 99.96% | 99.96% |
12/11/2024 | 3.93% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,964 CHF | 25,964 CHF | 99.80% | 99.80% |
11/11/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,155 CHF | 27,155 CHF | 99.81% | 99.81% |
08/11/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,826 CHF | 27,826 CHF | 99.76% | 99.76% |
07/11/2024 | 3.62% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 27,154 CHF | 28,154 CHF | 99.91% | 99.91% |