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 | 6.86% | 0.26 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,230 CHF | 30,230 CHF | 99.53% | 99.53% |
19/11/2024 | 6.27% | 0.31 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,971 CHF | 32,971 CHF | 99.49% | 99.49% |
18/11/2024 | 5.79% | 0.35 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,580 CHF | 35,580 CHF | 98.76% | 98.76% |
15/11/2024 | 5.05% | 0.40 CHF | 0.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,645 CHF | 40,645 CHF | 98.95% | 98.95% |
14/11/2024 | 6.35% | 0.34 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,783 CHF | 32,783 CHF | 99.57% | 99.57% |
13/11/2024 | 5.48% | 0.23 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,108 CHF | 39,108 CHF | 97.05% | 97.05% |
12/11/2024 | 3.83% | 0.47 CHF | 0.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,203 CHF | 53,203 CHF | 99.56% | 99.56% |
11/11/2024 | 3.74% | 0.53 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,448 CHF | 54,448 CHF | 99.51% | 99.51% |
08/11/2024 | 3.75% | 0.51 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,409 CHF | 54,409 CHF | 99.51% | 99.51% |
07/11/2024 | 3.17% | 0.62 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,197 CHF | 64,197 CHF | 98.83% | 98.83% |