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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 8.20% | 0.11 CHF | 0.12 CHF | 50,000 | 50,000 | 52,429 | 52,429 | 6,173 CHF | 6,697 CHF | 100.00% | 100.00% |
22/11/2024 | 6.77% | 0.16 CHF | 0.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,234 CHF | 7,734 CHF | 100.00% | 100.00% |
20/11/2024 | 7.59% | 0.12 CHF | 0.13 CHF | 50,000 | 50,000 | 51,803 | 51,803 | 6,586 CHF | 7,104 CHF | 99.97% | 99.97% |
19/11/2024 | 7.42% | 0.14 CHF | 0.15 CHF | 50,000 | 50,000 | 52,906 | 52,905 | 6,861 CHF | 7,390 CHF | 99.78% | 99.78% |
18/11/2024 | 7.28% | 0.14 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,647 CHF | 7,147 CHF | 99.91% | 99.91% |
15/11/2024 | 5.64% | 0.16 CHF | 0.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,629 CHF | 9,129 CHF | 100.00% | 100.00% |
14/11/2024 | 5.04% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,685 CHF | 10,185 CHF | 99.53% | 99.53% |
13/11/2024 | 4.82% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,209 CHF | 10,709 CHF | 99.97% | 99.97% |
12/11/2024 | 3.78% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,032 CHF | 13,532 CHF | 99.80% | 99.80% |
11/11/2024 | 3.23% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,265 CHF | 15,765 CHF | 99.81% | 99.81% |