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 | 5.52% | 0.36 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,619 CHF | 18,619 CHF | 99.96% | 99.96% |
19/11/2024 | 6.22% | 0.33 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,607 CHF | 16,607 CHF | 99.85% | 99.85% |
18/11/2024 | 5.82% | 0.35 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,715 CHF | 17,715 CHF | 99.90% | 99.90% |
15/11/2024 | 4.47% | 0.37 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,986 CHF | 22,986 CHF | 100.00% | 100.00% |
14/11/2024 | 4.46% | 0.46 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,070 CHF | 23,070 CHF | 99.62% | 99.62% |
13/11/2024 | 3.57% | 0.52 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,568 CHF | 28,568 CHF | 99.95% | 99.95% |
12/11/2024 | 3.09% | 0.61 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,933 CHF | 32,933 CHF | 99.82% | 99.82% |
11/11/2024 | 2.63% | 0.71 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,598 CHF | 38,598 CHF | 99.81% | 99.81% |
08/11/2024 | 2.46% | 0.74 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,195 CHF | 41,195 CHF | 99.82% | 99.82% |
07/11/2024 | 1.94% | 0.93 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,509 CHF | 52,509 CHF | 99.89% | 99.89% |