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 | 3.65% | 0.51 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,831 CHF | 55,831 CHF | 99.53% | 99.53% |
19/11/2024 | 3.48% | 0.56 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,543 CHF | 58,543 CHF | 99.49% | 99.49% |
18/11/2024 | 3.32% | 0.61 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,250 CHF | 61,250 CHF | 99.51% | 99.51% |
15/11/2024 | 3.06% | 0.66 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,336 CHF | 66,336 CHF | 98.95% | 98.95% |
14/11/2024 | 3.49% | 0.60 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,431 CHF | 58,431 CHF | 99.57% | 99.57% |
13/11/2024 | 3.18% | 0.49 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,766 CHF | 64,766 CHF | 97.05% | 97.05% |
12/11/2024 | 2.57% | 0.73 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,838 CHF | 78,838 CHF | 99.56% | 99.56% |
11/11/2024 | 2.53% | 0.79 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,109 CHF | 80,109 CHF | 99.51% | 99.51% |