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 | 2.33% | 0.44 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,343 CHF | 43,343 CHF | 99.39% | 99.39% |
19/11/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 30,804 CHF | 31,554 CHF | 98.33% | 98.33% |
18/11/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 29,837 CHF | 30,587 CHF | 99.29% | 99.29% |
15/11/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 28,130 CHF | 28,880 CHF | 99.39% | 99.39% |
14/11/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 31,057 CHF | 31,807 CHF | 99.35% | 99.35% |
13/11/2024 | 2.60% | 0.45 CHF | 0.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 28,724 CHF | 29,474 CHF | 99.36% | 99.36% |
12/11/2024 | 3.14% | 0.33 CHF | 0.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 23,499 CHF | 24,249 CHF | 99.09% | 99.09% |
11/11/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 23,012 CHF | 23,762 CHF | 99.30% | 99.30% |
08/11/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 23,147 CHF | 23,897 CHF | 99.39% | 99.39% |
07/11/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 19,730 CHF | 20,480 CHF | 99.28% | 99.28% |