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 | 2.22% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,516 | 100,516 | 44,909 CHF | 45,915 CHF | 99.97% | 99.97% |
19/11/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 100,765 | 100,765 | 42,616 CHF | 43,623 CHF | 99.78% | 99.78% |
18/11/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 45,499 CHF | 46,499 CHF | 99.91% | 99.91% |
15/11/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,446 CHF | 53,446 CHF | 100.00% | 100.00% |
14/11/2024 | 1.87% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,072 CHF | 54,072 CHF | 99.55% | 99.55% |
13/11/2024 | 2.07% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 47,876 CHF | 48,876 CHF | 99.95% | 99.95% |
12/11/2024 | 1.89% | 0.44 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,562 CHF | 53,562 CHF | 99.80% | 99.80% |
11/11/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 96,329 | 96,329 | 56,342 CHF | 57,306 CHF | 99.77% | 99.77% |
08/11/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,105 CHF | 54,105 CHF | 99.88% | 99.88% |
07/11/2024 | 1.83% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,294 CHF | 55,294 CHF | 99.89% | 99.89% |