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 | 4.66% | 0.19 CHF | 0.20 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,105 CHF | 2,205 CHF | 99.97% | 99.97% |
19/11/2024 | 4.30% | 0.23 CHF | 0.24 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,281 CHF | 2,381 CHF | 99.82% | 99.82% |
18/11/2024 | 4.12% | 0.25 CHF | 0.26 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,379 CHF | 2,479 CHF | 99.91% | 99.91% |
15/11/2024 | 3.79% | 0.25 CHF | 0.26 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,590 CHF | 2,690 CHF | 100.00% | 100.00% |
14/11/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,860 CHF | 2,960 CHF | 99.62% | 99.62% |
13/11/2024 | 4.01% | 0.29 CHF | 0.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,450 CHF | 2,550 CHF | 99.93% | 99.93% |
12/11/2024 | 3.34% | 0.26 CHF | 0.27 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,949 CHF | 3,049 CHF | 99.81% | 99.81% |
11/11/2024 | 3.29% | 0.32 CHF | 0.33 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,991 CHF | 3,091 CHF | 99.81% | 99.81% |
08/11/2024 | 3.32% | 0.28 CHF | 0.29 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 2,969 CHF | 3,069 CHF | 99.88% | 99.88% |
07/11/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,392 CHF | 3,492 CHF | 99.89% | 99.89% |