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 | 4.76% | 0.21 CHF | 0.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,252 CHF | 10,752 CHF | 99.95% | 99.95% |
19/11/2024 | 4.90% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,952 CHF | 10,452 CHF | 99.85% | 99.85% |
18/11/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,052 CHF | 10,552 CHF | 99.93% | 99.93% |
15/11/2024 | 4.64% | 0.21 CHF | 0.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,518 CHF | 11,018 CHF | 100.00% | 100.00% |
14/11/2024 | 4.68% | 0.21 CHF | 0.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,435 CHF | 10,935 CHF | 99.78% | 99.78% |
13/11/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,436 CHF | 11,936 CHF | 99.96% | 99.96% |
12/11/2024 | 4.41% | 0.22 CHF | 0.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,105 CHF | 11,605 CHF | 99.84% | 99.84% |
11/11/2024 | 5.08% | 0.21 CHF | 0.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,611 CHF | 10,111 CHF | 99.79% | 99.79% |
08/11/2024 | 5.43% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,965 CHF | 9,465 CHF | 99.88% | 99.88% |
07/11/2024 | 5.46% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,913 CHF | 9,413 CHF | 99.88% | 99.88% |