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 | 2.14% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,127 CHF | 23,627 CHF | 99.58% | 99.58% |
19/11/2024 | 2.29% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,604 CHF | 22,104 CHF | 99.49% | 99.49% |
18/11/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,364 CHF | 25,864 CHF | 99.57% | 99.57% |
15/11/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,788 CHF | 26,288 CHF | 88.74% | 88.74% |
14/11/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,880 CHF | 22,380 CHF | 99.48% | 99.48% |
13/11/2024 | 2.18% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,740 CHF | 23,240 CHF | 97.43% | 97.43% |
12/11/2024 | 1.99% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,890 CHF | 25,390 CHF | 99.55% | 99.55% |
11/11/2024 | 1.53% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,468 CHF | 32,968 CHF | 99.58% | 99.58% |
08/11/2024 | 1.71% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,053 CHF | 29,553 CHF | 99.30% | 99.30% |
07/11/2024 | 1.36% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,506 CHF | 37,006 CHF | 99.52% | 99.52% |