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 | 7.95% | 0.12 CHF | 0.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,060 CHF | 6,560 CHF | 99.97% | 99.97% |
19/11/2024 | 7.98% | 0.12 CHF | 0.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,029 CHF | 6,529 CHF | 99.85% | 99.85% |
18/11/2024 | 7.52% | 0.13 CHF | 0.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,410 CHF | 6,910 CHF | 99.95% | 99.95% |
15/11/2024 | 8.36% | 0.12 CHF | 0.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,745 CHF | 6,245 CHF | 100.00% | 100.00% |
14/11/2024 | 8.62% | 0.11 CHF | 0.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,554 CHF | 6,054 CHF | 99.66% | 99.66% |
13/11/2024 | 9.29% | 0.11 CHF | 0.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,143 CHF | 5,643 CHF | 99.97% | 99.97% |
12/11/2024 | 9.58% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 50,000 | 49,998 | 4,973 CHF | 5,473 CHF | 99.80% | 99.80% |
11/11/2024 | 9.51% | 0.11 CHF | 0.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,011 CHF | 5,511 CHF | 99.85% | 99.85% |
08/11/2024 | 10.49% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,543 CHF | 5,043 CHF | 99.81% | 99.81% |
07/11/2024 | 10.69% | 0.09 CHF | 0.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,443 CHF | 4,943 CHF | 99.90% | 99.90% |