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 | 3.96% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,388 CHF | 12,888 CHF | 99.97% | 99.97% |
19/11/2024 | 3.90% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,588 CHF | 13,088 CHF | 99.80% | 99.80% |
18/11/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,076 CHF | 12,576 CHF | 99.91% | 99.91% |
15/11/2024 | 4.03% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,170 CHF | 12,670 CHF | 100.00% | 100.00% |
14/11/2024 | 3.89% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,601 CHF | 13,101 CHF | 99.54% | 99.54% |
13/11/2024 | 3.70% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,263 CHF | 13,763 CHF | 99.97% | 99.97% |
12/11/2024 | 3.57% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,758 CHF | 14,258 CHF | 99.80% | 99.80% |
11/11/2024 | 4.13% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,876 CHF | 12,376 CHF | 99.81% | 99.81% |
08/11/2024 | 4.04% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,124 CHF | 12,624 CHF | 99.88% | 99.88% |
07/11/2024 | 4.03% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,168 CHF | 12,668 CHF | 99.91% | 99.91% |