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 | 5.61% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 17,344 CHF | 18,344 CHF | 99.97% | 99.97% |
19/11/2024 | 5.17% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,860 CHF | 19,860 CHF | 99.81% | 99.81% |
18/11/2024 | 5.26% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,534 CHF | 19,534 CHF | 99.91% | 99.91% |
15/11/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,000 CHF | 19,000 CHF | 100.00% | 100.00% |
14/11/2024 | 5.40% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,016 CHF | 19,016 CHF | 99.67% | 99.67% |
13/11/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,105 CHF | 19,105 CHF | 99.94% | 99.94% |
12/11/2024 | 5.35% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,207 CHF | 19,207 CHF | 99.82% | 99.82% |
11/11/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 17,000 CHF | 18,000 CHF | 99.80% | 99.80% |
08/11/2024 | 5.63% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 17,278 CHF | 18,278 CHF | 99.88% | 99.88% |
07/11/2024 | 5.82% | 0.17 CHF | 0.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 16,701 CHF | 17,701 CHF | 99.90% | 99.90% |