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 | 5.12% | 0.17 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,547 CHF | 10,047 CHF | 99.97% | 99.97% |
19/11/2024 | 5.18% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,451 CHF | 9,951 CHF | 99.82% | 99.82% |
18/11/2024 | 4.15% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,807 CHF | 12,307 CHF | 99.93% | 99.93% |
15/11/2024 | 3.92% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 49,958 | 50,000 | 12,500 CHF | 13,010 CHF | 100.00% | 100.00% |
14/11/2024 | 4.63% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 49,977 | 10,614 CHF | 11,110 CHF | 99.64% | 99.64% |
13/11/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,974 CHF | 11,474 CHF | 99.95% | 99.95% |
12/11/2024 | 3.87% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 49,978 | 12,700 CHF | 13,194 CHF | 99.81% | 99.81% |
11/11/2024 | 2.73% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,072 CHF | 18,572 CHF | 99.80% | 99.80% |
08/11/2024 | 2.83% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,448 CHF | 17,948 CHF | 99.84% | 99.84% |
07/11/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,820 CHF | 21,320 CHF | 99.90% | 99.90% |