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 | 3.97% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,360 CHF | 12,860 CHF | 99.97% | 99.97% |
19/11/2024 | 4.44% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,016 CHF | 11,516 CHF | 98.06% | 98.06% |
18/11/2024 | 4.20% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,685 CHF | 12,185 CHF | 99.90% | 99.90% |
15/11/2024 | 3.37% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,646 CHF | 15,146 CHF | 100.00% | 100.00% |
14/11/2024 | 3.36% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,693 CHF | 15,193 CHF | 99.64% | 99.64% |
13/11/2024 | 2.84% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,397 CHF | 17,897 CHF | 99.88% | 99.95% |
12/11/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,469 CHF | 19,969 CHF | 99.84% | 99.84% |
11/11/2024 | 2.24% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,053 CHF | 22,553 CHF | 99.81% | 99.81% |
08/11/2024 | 2.13% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,261 CHF | 23,761 CHF | 99.81% | 99.88% |
07/11/2024 | 1.78% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,000 CHF | 28,500 CHF | 99.90% | 99.90% |