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 | 3.67% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,367 CHF | 13,867 CHF | 99.96% | 99.96% |
19/11/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,601 CHF | 14,101 CHF | 99.86% | 99.86% |
18/11/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,479 CHF | 13,979 CHF | 99.94% | 99.94% |
15/11/2024 | 3.77% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,028 CHF | 13,528 CHF | 100.00% | 100.00% |
14/11/2024 | 3.71% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 49,980 | 13,226 CHF | 13,720 CHF | 99.84% | 99.84% |
13/11/2024 | 4.00% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,262 CHF | 12,762 CHF | 99.96% | 99.96% |
12/11/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,523 CHF | 13,023 CHF | 99.78% | 99.78% |
11/11/2024 | 3.49% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,076 CHF | 14,576 CHF | 99.79% | 99.79% |
08/11/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,685 CHF | 15,185 CHF | 99.88% | 99.88% |
07/11/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,750 CHF | 15,250 CHF | 99.88% | 99.88% |