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% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,331 CHF | 27,831 CHF | 99.97% | 99.97% |
19/11/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,729 CHF | 26,229 CHF | 99.85% | 99.85% |
18/11/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,716 CHF | 26,216 CHF | 99.90% | 99.90% |
15/11/2024 | 2.33% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,240 CHF | 21,740 CHF | 99.44% | 99.44% |
14/11/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,091 CHF | 18,591 CHF | 99.66% | 99.66% |
13/11/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,190 CHF | 22,690 CHF | 3.84% | 3.84% |
12/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |