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 | 4.08% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,792 | 100,793 | 24,255 CHF | 25,264 CHF | 99.96% | 99.96% |
19/11/2024 | 3.72% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,413 CHF | 27,413 CHF | 99.80% | 99.80% |
18/11/2024 | 3.72% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,395 CHF | 27,395 CHF | 99.91% | 99.91% |
15/11/2024 | 4.02% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 111,350 | 111,349 | 27,107 CHF | 28,221 CHF | 100.00% | 100.00% |
14/11/2024 | 4.18% | 0.21 CHF | 0.22 CHF | 125,000 | 125,000 | 122,340 | 122,339 | 28,726 CHF | 29,949 CHF | 99.61% | 99.61% |
13/11/2024 | 3.53% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 102,950 | 102,951 | 28,651 CHF | 29,681 CHF | 99.94% | 99.94% |
12/11/2024 | 3.99% | 0.26 CHF | 0.27 CHF | 125,000 | 125,000 | 124,743 | 124,742 | 30,651 CHF | 31,898 CHF | 99.80% | 99.80% |
11/11/2024 | 5.02% | 0.20 CHF | 0.21 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 24,308 CHF | 25,558 CHF | 99.77% | 99.77% |
08/11/2024 | 4.71% | 0.22 CHF | 0.23 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 25,989 CHF | 27,239 CHF | 99.81% | 99.81% |
07/11/2024 | 6.01% | 0.17 CHF | 0.18 CHF | 125,000 | 125,000 | 144,017 | 144,015 | 23,213 CHF | 24,653 CHF | 99.89% | 99.89% |