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 | 3.30% | 0.62 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,588 CHF | 61,588 CHF | 99.53% | 99.53% |
19/11/2024 | 3.46% | 0.57 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,830 CHF | 58,830 CHF | 99.49% | 99.49% |
18/11/2024 | 3.60% | 0.53 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,527 CHF | 56,527 CHF | 99.51% | 99.51% |
15/11/2024 | 3.93% | 0.48 CHF | 0.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 49,843 CHF | 51,843 CHF | 98.95% | 98.95% |
14/11/2024 | 3.42% | 0.54 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,639 CHF | 59,639 CHF | 99.57% | 99.57% |
13/11/2024 | 3.88% | 0.65 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,411 CHF | 53,411 CHF | 97.05% | 97.05% |
12/11/2024 | 5.23% | 0.42 CHF | 0.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,305 CHF | 39,305 CHF | 99.56% | 99.56% |
11/11/2024 | 5.38% | 0.36 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,243 CHF | 38,243 CHF | 99.51% | 99.51% |
08/11/2024 | 5.29% | 0.38 CHF | 0.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,872 CHF | 38,872 CHF | 94.25% | 99.51% |
07/11/2024 | - | 0.27 CHF | 0.44 CHF | 100,000 | 1,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.83% |