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 | 3.97% | 2.54 CHF | 2.64 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 24,703 CHF | 25,703 CHF | 54.05% | 54.05% |
19/11/2024 | 4.26% | 2.39 CHF | 2.49 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 22,975 CHF | 23,975 CHF | 99.85% | 99.85% |
18/11/2024 | 4.13% | 2.39 CHF | 2.49 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 23,734 CHF | 24,734 CHF | 99.95% | 99.95% |
15/11/2024 | 3.98% | 2.20 CHF | 2.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 24,740 CHF | 25,740 CHF | 100.00% | 100.00% |
14/11/2024 | 3.72% | 2.65 CHF | 2.75 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 26,419 CHF | 27,419 CHF | 97.63% | 97.63% |
13/11/2024 | 3.53% | 2.66 CHF | 2.76 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 27,853 CHF | 28,853 CHF | 99.95% | 99.95% |
12/11/2024 | 3.21% | 2.88 CHF | 2.98 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 30,622 CHF | 31,622 CHF | 99.84% | 99.84% |
11/11/2024 | 3.29% | 3.00 CHF | 3.10 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 29,914 CHF | 30,914 CHF | 99.81% | 99.81% |
08/11/2024 | 3.35% | 2.99 CHF | 3.09 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 29,390 CHF | 30,390 CHF | 99.88% | 99.88% |
07/11/2024 | 3.60% | 2.80 CHF | 2.90 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 27,271 CHF | 28,271 CHF | 99.91% | 99.91% |