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 | 5.78% | 0.48 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,174 CHF | 25,613 CHF | 99.98% | 99.98% |
19/11/2024 | 5.30% | 0.51 CHF | 0.54 CHF | 50,000 | 50,000 | 49,996 | 49,996 | 27,632 CHF | 29,132 CHF | 99.85% | 99.85% |
18/11/2024 | 4.66% | 0.60 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,467 CHF | 32,967 CHF | 99.54% | 99.54% |
15/11/2024 | 4.56% | 0.66 CHF | 0.69 CHF | 50,000 | 50,000 | 49,998 | 49,998 | 32,249 CHF | 33,749 CHF | 98.98% | 98.98% |
14/11/2024 | 3.37% | 0.80 CHF | 0.83 CHF | 40,000 | 40,000 | 40,163 | 40,163 | 35,403 CHF | 36,610 CHF | 97.78% | 97.78% |
13/11/2024 | 7.25% | 1.01 CHF | 1.04 CHF | 40,000 | 40,000 | 15,488 | 15,488 | 15,080 CHF | 15,708 CHF | 96.76% | 96.76% |
12/11/2024 | 2.59% | 1.10 CHF | 1.13 CHF | 40,000 | 40,000 | 39,987 | 39,987 | 45,694 CHF | 46,894 CHF | 99.36% | 99.36% |
11/11/2024 | 2.58% | 1.16 CHF | 1.19 CHF | 40,000 | 40,000 | 39,987 | 39,987 | 45,968 CHF | 47,168 CHF | 99.99% | 99.99% |
08/11/2024 | 2.80% | 1.10 CHF | 1.13 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 42,327 CHF | 43,527 CHF | 98.88% | 98.88% |
07/11/2024 | 2.79% | 1.06 CHF | 1.09 CHF | 40,000 | 40,000 | 39,998 | 39,998 | 42,396 CHF | 43,596 CHF | 99.69% | 99.69% |