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 | 5.59% | 0.17 CHF | 0.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,354 CHF | 4,604 CHF | 99.96% | 99.96% |
19/11/2024 | 5.69% | 0.17 CHF | 0.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,279 CHF | 4,529 CHF | 99.82% | 99.82% |
18/11/2024 | 5.57% | 0.17 CHF | 0.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,365 CHF | 4,615 CHF | 99.88% | 99.88% |
15/11/2024 | 5.72% | 0.16 CHF | 0.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,252 CHF | 4,502 CHF | 100.00% | 100.00% |
14/11/2024 | 5.40% | 0.18 CHF | 0.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,514 CHF | 4,764 CHF | 99.65% | 99.65% |
13/11/2024 | 5.01% | 0.19 CHF | 0.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,866 CHF | 5,116 CHF | 99.93% | 99.93% |
12/11/2024 | 5.08% | 0.20 CHF | 0.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,796 CHF | 5,046 CHF | 99.80% | 99.80% |
11/11/2024 | 5.75% | 0.17 CHF | 0.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,223 CHF | 4,473 CHF | 99.82% | 99.82% |
08/11/2024 | 5.64% | 0.17 CHF | 0.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,310 CHF | 4,560 CHF | 99.83% | 99.83% |
07/11/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,724 CHF | 4,974 CHF | 99.89% | 99.89% |