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 | 5.06% | 0.36 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,610 CHF | 40,610 CHF | 99.53% | 99.53% |
19/11/2024 | 4.73% | 0.41 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,333 CHF | 43,333 CHF | 99.49% | 99.49% |
18/11/2024 | 4.45% | 0.46 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,976 CHF | 45,976 CHF | 98.76% | 98.76% |
15/11/2024 | 4.00% | 0.50 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 49,058 CHF | 51,058 CHF | 98.95% | 98.95% |
14/11/2024 | 4.77% | 0.45 CHF | 0.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,181 CHF | 43,181 CHF | 99.57% | 99.57% |
13/11/2024 | 4.23% | 0.34 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 47,508 CHF | 49,508 CHF | 97.05% | 97.05% |
12/11/2024 | 3.20% | 0.57 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,594 CHF | 63,594 CHF | 99.56% | 99.56% |
11/11/2024 | 3.13% | 0.64 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,849 CHF | 64,849 CHF | 99.51% | 99.51% |
08/11/2024 | 3.14% | 0.62 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,824 CHF | 64,824 CHF | 99.51% | 99.51% |
07/11/2024 | 2.72% | 0.73 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,652 CHF | 74,652 CHF | 98.83% | 98.83% |