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 | 1.81% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,901 CHF | 55,901 CHF | 99.37% | 99.37% |
19/11/2024 | 2.11% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 47,168 CHF | 48,168 CHF | 99.28% | 99.28% |
18/11/2024 | 3.11% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,689 CHF | 32,689 CHF | 99.30% | 99.30% |
15/11/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 29,372 CHF | 30,372 CHF | 99.39% | 99.39% |
14/11/2024 | 3.73% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,367 CHF | 27,367 CHF | 99.35% | 99.35% |
13/11/2024 | 3.54% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 27,753 CHF | 28,753 CHF | 99.38% | 99.38% |
12/11/2024 | 3.37% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 29,191 CHF | 30,191 CHF | 99.07% | 99.07% |
11/11/2024 | 3.12% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,546 CHF | 32,546 CHF | 99.29% | 99.29% |
08/11/2024 | 2.88% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,200 CHF | 35,200 CHF | 99.38% | 99.38% |
07/11/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,937 CHF | 39,937 CHF | 99.27% | 99.27% |