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 | 4.94% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,943 CHF | 5,193 CHF | 99.97% | 99.97% |
19/11/2024 | 6.21% | 0.18 CHF | 0.19 CHF | 25,000 | 25,000 | 42,775 | 42,775 | 6,594 CHF | 7,022 CHF | 99.81% | 99.81% |
18/11/2024 | 5.18% | 0.20 CHF | 0.21 CHF | 25,000 | 25,000 | 25,261 | 25,261 | 4,754 CHF | 5,006 CHF | 99.91% | 99.91% |
15/11/2024 | 4.63% | 0.21 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,282 CHF | 5,532 CHF | 100.00% | 100.00% |
14/11/2024 | 5.03% | 0.20 CHF | 0.21 CHF | 25,000 | 25,000 | 25,106 | 25,108 | 4,887 CHF | 5,139 CHF | 99.55% | 99.55% |
13/11/2024 | 7.23% | 0.14 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,684 CHF | 7,184 CHF | 99.95% | 99.95% |
12/11/2024 | 6.00% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 32,907 | 32,907 | 5,252 CHF | 5,581 CHF | 99.78% | 99.78% |
11/11/2024 | 5.85% | 0.17 CHF | 0.18 CHF | 25,000 | 25,000 | 26,712 | 26,716 | 4,428 CHF | 4,696 CHF | 99.79% | 99.79% |
08/11/2024 | 6.69% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,236 CHF | 7,736 CHF | 99.84% | 99.84% |
07/11/2024 | 6.02% | 0.14 CHF | 0.15 CHF | 50,000 | 50,000 | 38,670 | 38,670 | 6,162 CHF | 6,549 CHF | 99.91% | 99.91% |