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 | 2.47% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,991 CHF | 40,991 CHF | 99.39% | 99.39% |
19/11/2024 | 2.68% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,453 CHF | 18,953 CHF | 99.29% | 99.29% |
18/11/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,238 CHF | 22,738 CHF | 99.31% | 99.31% |
15/11/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,430 CHF | 22,930 CHF | 99.38% | 99.38% |
14/11/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,736 CHF | 19,236 CHF | 99.38% | 99.38% |
13/11/2024 | 2.53% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,603 CHF | 20,103 CHF | 99.39% | 99.39% |
12/11/2024 | 2.28% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,763 CHF | 22,263 CHF | 99.10% | 99.10% |
11/11/2024 | 1.69% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,333 CHF | 29,833 CHF | 99.31% | 99.31% |
08/11/2024 | 1.91% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,933 CHF | 26,433 CHF | 99.38% | 99.38% |
07/11/2024 | 1.49% | 0.71 CHF | 0.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,378 CHF | 33,878 CHF | 99.27% | 99.27% |