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 | 3.70% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,635 CHF | 27,635 CHF | 99.39% | 99.39% |
19/11/2024 | 4.17% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,815 CHF | 12,315 CHF | 99.30% | 99.30% |
18/11/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,514 CHF | 16,014 CHF | 99.31% | 99.31% |
15/11/2024 | 3.14% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,745 CHF | 16,245 CHF | 99.39% | 99.39% |
14/11/2024 | 4.07% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,076 CHF | 12,576 CHF | 99.35% | 99.35% |
13/11/2024 | 3.83% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,948 CHF | 13,448 CHF | 99.39% | 99.39% |
12/11/2024 | 3.27% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,094 CHF | 15,594 CHF | 99.10% | 99.10% |
11/11/2024 | 2.18% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,662 CHF | 23,162 CHF | 99.29% | 99.29% |
08/11/2024 | 2.57% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,242 CHF | 19,742 CHF | 99.39% | 99.39% |
07/11/2024 | 1.87% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,659 CHF | 27,159 CHF | 99.29% | 99.29% |