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 | 9.26% | 0.14 CHF | 0.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,746 CHF | 7,402 CHF | 100.00% | 100.00% |
19/11/2024 | 8.79% | 0.14 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,120 CHF | 7,776 CHF | 99.66% | 99.66% |
18/11/2024 | 7.73% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,134 CHF | 8,791 CHF | 100.00% | 100.00% |
15/11/2024 | 7.27% | 0.17 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,684 CHF | 9,341 CHF | 100.00% | 100.00% |
14/11/2024 | 7.39% | 0.17 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,527 CHF | 9,184 CHF | 100.00% | 100.00% |
13/11/2024 | 7.73% | 0.17 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,191 CHF | 8,847 CHF | 100.00% | 100.00% |
12/11/2024 | 7.99% | 0.16 CHF | 0.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,864 CHF | 8,521 CHF | 100.00% | 100.00% |
11/11/2024 | 8.92% | 0.16 CHF | 0.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,087 CHF | 7,744 CHF | 100.00% | 100.00% |
08/11/2024 | 9.70% | 0.14 CHF | 0.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,443 CHF | 7,100 CHF | 100.00% | 100.00% |
07/11/2024 | 9.50% | 0.12 CHF | 0.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,549 CHF | 7,206 CHF | 100.00% | 100.00% |