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 | 2.18% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 45,473 CHF | 46,473 CHF | 99.39% | 99.39% |
19/11/2024 | 2.41% | 0.43 CHF | 0.44 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.30% | 99.30% |
18/11/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.28% | 99.28% |
15/11/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.39% | 99.39% |
14/11/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.36% | 99.36% |
13/11/2024 | 2.86% | 0.37 CHF | 0.38 CHF | 1 | 1 | 1 | 1 | 0 CHF | 0 CHF | 99.39% | 99.39% |
12/11/2024 | 1.91% | 0.55 CHF | 0.56 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.10% | 99.10% |
11/11/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 1 | 1 | 1 | 1 | 0 CHF | 1 CHF | 99.27% | 99.27% |
08/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.39% | 99.39% |
07/11/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.28% | 99.28% |