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 | 7.23% | 0.14 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,674 CHF | 7,174 CHF | 99.97% | 99.97% |
19/11/2024 | 7.23% | 0.13 CHF | 0.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,678 CHF | 7,178 CHF | 99.83% | 99.83% |
18/11/2024 | 7.59% | 0.13 CHF | 0.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,344 CHF | 6,844 CHF | 99.93% | 99.93% |
15/11/2024 | 6.88% | 0.13 CHF | 0.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,022 CHF | 7,522 CHF | 100.00% | 100.00% |
14/11/2024 | 6.80% | 0.14 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,111 CHF | 7,611 CHF | 99.66% | 99.66% |
13/11/2024 | 6.47% | 0.14 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,484 CHF | 7,984 CHF | 99.96% | 99.96% |
12/11/2024 | 6.26% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,745 CHF | 8,245 CHF | 99.82% | 99.82% |
11/11/2024 | 6.20% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,822 CHF | 8,322 CHF | 99.82% | 99.82% |
08/11/2024 | 5.91% | 0.16 CHF | 0.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,218 CHF | 8,718 CHF | 99.83% | 99.83% |
07/11/2024 | 5.89% | 0.17 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,254 CHF | 8,754 CHF | 99.87% | 99.87% |