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 | 2.82% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,467 CHF | 17,967 CHF | 99.97% | 99.97% |
19/11/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,695 CHF | 20,195 CHF | 99.83% | 99.83% |
18/11/2024 | 2.66% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,581 CHF | 19,081 CHF | 99.93% | 99.93% |
15/11/2024 | 2.69% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,366 CHF | 18,866 CHF | 100.00% | 100.00% |
14/11/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,366 CHF | 19,866 CHF | 99.67% | 99.67% |
13/11/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,761 CHF | 22,261 CHF | 99.96% | 99.96% |
12/11/2024 | 2.44% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,234 CHF | 20,734 CHF | 99.80% | 99.80% |
11/11/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,632 CHF | 20,132 CHF | 99.82% | 99.82% |
08/11/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,377 CHF | 20,877 CHF | 99.89% | 99.89% |
07/11/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,652 CHF | 20,152 CHF | 99.90% | 99.90% |