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 | 3.19% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 61,665 CHF | 63,665 CHF | 100.00% | 100.00% |
19/11/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,285 CHF | 31,285 CHF | 99.90% | 99.90% |
18/11/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,416 CHF | 35,416 CHF | 99.91% | 99.91% |
15/11/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,510 CHF | 36,510 CHF | 100.00% | 100.00% |
14/11/2024 | 2.81% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,062 CHF | 36,062 CHF | 100.00% | 100.00% |
13/11/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 32,344 CHF | 33,344 CHF | 100.00% | 100.00% |
12/11/2024 | 2.89% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,095 CHF | 35,095 CHF | 99.71% | 99.71% |
11/11/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,936 CHF | 35,936 CHF | 99.91% | 99.91% |
08/11/2024 | 2.90% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,976 CHF | 34,976 CHF | 100.00% | 100.00% |
07/11/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,443 CHF | 40,443 CHF | 99.87% | 99.87% |