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 | 3.81% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,487 CHF | 53,487 CHF | 99.39% | 99.39% |
19/11/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,369 CHF | 27,369 CHF | 99.27% | 99.27% |
18/11/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,328 CHF | 27,328 CHF | 99.28% | 99.28% |
15/11/2024 | 4.21% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,319 CHF | 24,319 CHF | 99.38% | 99.38% |
14/11/2024 | 3.31% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 97,351 | 97,347 | 28,950 CHF | 29,923 CHF | 99.36% | 99.36% |
13/11/2024 | 3.34% | 0.31 CHF | 0.32 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.39% | 99.39% |
12/11/2024 | 4.03% | 0.24 CHF | 0.25 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.08% | 99.08% |
11/11/2024 | 4.06% | 0.24 CHF | 0.25 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.26% | 99.26% |
08/11/2024 | 4.05% | 0.24 CHF | 0.25 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.38% | 99.38% |
07/11/2024 | 4.57% | 0.22 CHF | 0.23 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.27% | 99.27% |