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 | 4.12% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 47,641 CHF | 49,641 CHF | 99.39% | 99.39% |
19/11/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,183 CHF | 24,183 CHF | 99.27% | 99.27% |
18/11/2024 | 4.19% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,371 CHF | 24,371 CHF | 99.28% | 99.28% |
15/11/2024 | 3.72% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,486 CHF | 27,486 CHF | 99.39% | 99.39% |
14/11/2024 | 4.87% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 20,078 CHF | 21,078 CHF | 99.35% | 99.35% |
13/11/2024 | 4.84% | 0.19 CHF | 0.20 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.39% | 99.39% |
12/11/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.10% | 99.10% |
11/11/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.25% | 99.25% |
08/11/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.38% | 99.38% |
07/11/2024 | 3.42% | 0.28 CHF | 0.29 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.29% | 99.29% |