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 | 2.95% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,734 CHF | 17,234 CHF | 99.38% | 99.38% |
19/11/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,523 CHF | 16,023 CHF | 99.28% | 99.28% |
18/11/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,102 CHF | 19,602 CHF | 99.31% | 99.31% |
15/11/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,660 CHF | 19,160 CHF | 99.39% | 99.39% |
14/11/2024 | 4.64% | 0.21 CHF | 0.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,538 CHF | 11,038 CHF | 99.39% | 99.39% |
13/11/2024 | 4.86% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,061 CHF | 10,561 CHF | 99.39% | 99.39% |
12/11/2024 | 4.41% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,124 CHF | 11,624 CHF | 99.08% | 99.08% |