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 | 5.82% | 0.16 CHF | 0.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 33,402 CHF | 35,402 CHF | 100.00% | 100.00% |
19/11/2024 | 6.04% | 0.17 CHF | 0.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 16,112 CHF | 17,112 CHF | 99.88% | 99.88% |
18/11/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 20,253 CHF | 21,253 CHF | 99.91% | 99.91% |
15/11/2024 | 4.59% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,273 CHF | 22,273 CHF | 100.00% | 100.00% |
14/11/2024 | 4.68% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 20,928 CHF | 21,928 CHF | 100.00% | 100.00% |
13/11/2024 | 5.36% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,173 CHF | 19,173 CHF | 100.00% | 100.00% |
12/11/2024 | 4.91% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,898 CHF | 20,898 CHF | 99.71% | 99.71% |
11/11/2024 | 4.72% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 20,749 CHF | 21,749 CHF | 99.89% | 99.89% |
08/11/2024 | 4.95% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,762 CHF | 20,762 CHF | 100.00% | 100.00% |
07/11/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 25,103 CHF | 26,103 CHF | 99.91% | 99.91% |