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 | 3.27% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,085 CHF | 31,085 CHF | 99.39% | 99.39% |
19/11/2024 | 4.10% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,918 CHF | 24,918 CHF | 99.27% | 99.27% |
18/11/2024 | 3.67% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,870 CHF | 27,870 CHF | 99.31% | 99.31% |
15/11/2024 | 2.61% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,971 CHF | 38,971 CHF | 99.37% | 99.37% |
14/11/2024 | 2.97% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,267 CHF | 34,267 CHF | 99.39% | 99.39% |
13/11/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,963 CHF | 36,963 CHF | 99.39% | 99.39% |
12/11/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,722 CHF | 34,722 CHF | 99.08% | 99.08% |
11/11/2024 | 2.68% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,360 CHF | 38,360 CHF | 99.31% | 99.31% |
08/11/2024 | 4.01% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,794 CHF | 25,794 CHF | 99.39% | 99.39% |
07/11/2024 | 2.81% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,659 CHF | 36,659 CHF | 99.28% | 99.28% |