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 | 2.32% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,316 CHF | 21,816 CHF | 99.97% | 99.97% |
19/11/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,067 CHF | 19,567 CHF | 99.85% | 99.85% |
18/11/2024 | 2.45% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,185 CHF | 20,685 CHF | 99.93% | 99.93% |
15/11/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,492 CHF | 20,992 CHF | 100.00% | 100.00% |
14/11/2024 | 2.53% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,507 CHF | 20,007 CHF | 99.66% | 99.66% |
13/11/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,091 CHF | 17,591 CHF | 99.96% | 99.96% |
12/11/2024 | 2.66% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,589 CHF | 19,089 CHF | 99.79% | 99.79% |
11/11/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,227 CHF | 19,727 CHF | 99.81% | 99.81% |
08/11/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,537 CHF | 19,037 CHF | 99.88% | 99.88% |
07/11/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,325 CHF | 19,825 CHF | 99.90% | 99.90% |