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 | 8.27% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,826 CHF | 6,326 CHF | 99.98% | 99.98% |
19/11/2024 | 8.63% | 0.11 CHF | 0.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,560 CHF | 6,060 CHF | 99.85% | 99.85% |
18/11/2024 | 7.57% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,450 CHF | 6,950 CHF | 99.95% | 99.95% |
15/11/2024 | 5.89% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,258 CHF | 8,758 CHF | 100.00% | 100.00% |
14/11/2024 | 5.15% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,465 CHF | 9,965 CHF | 99.80% | 99.80% |
13/11/2024 | 5.37% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,074 CHF | 9,574 CHF | 99.94% | 99.94% |
12/11/2024 | 5.45% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,942 CHF | 9,442 CHF | 99.84% | 99.84% |
11/11/2024 | 5.26% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,262 CHF | 9,762 CHF | 99.82% | 99.82% |
08/11/2024 | 5.23% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,312 CHF | 9,812 CHF | 99.81% | 99.81% |
07/11/2024 | 5.07% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,615 CHF | 10,115 CHF | 99.90% | 99.90% |