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 | 2.15% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,018 CHF | 23,518 CHF | 99.97% | 99.97% |
19/11/2024 | 2.09% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,798 CHF | 24,298 CHF | 99.79% | 99.79% |
18/11/2024 | 2.00% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,827 CHF | 25,327 CHF | 99.95% | 99.95% |
15/11/2024 | 2.01% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,776 CHF | 25,276 CHF | 100.00% | 100.00% |
14/11/2024 | 2.38% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,843 CHF | 21,343 CHF | 99.66% | 99.66% |
13/11/2024 | 2.81% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,575 CHF | 18,075 CHF | 99.95% | 99.95% |
12/11/2024 | 3.24% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,319 CHF | 15,819 CHF | 99.76% | 99.76% |
11/11/2024 | 1.94% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,588 CHF | 26,088 CHF | 99.82% | 99.82% |
08/11/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,151 CHF | 26,651 CHF | 99.83% | 99.83% |
07/11/2024 | 2.00% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,720 CHF | 25,220 CHF | 99.90% | 99.90% |