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 | 4.12% | 0.21 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,976 CHF | 6,226 CHF | 99.95% | 99.95% |
19/11/2024 | 4.84% | 0.23 CHF | 0.24 CHF | 25,000 | 25,000 | 25,310 | 25,312 | 5,124 CHF | 5,377 CHF | 97.15% | 97.15% |
18/11/2024 | 5.44% | 0.17 CHF | 0.18 CHF | 50,000 | 50,000 | 34,657 | 34,662 | 6,173 CHF | 6,521 CHF | 99.88% | 99.88% |
15/11/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 38,459 | 38,457 | 6,884 CHF | 7,269 CHF | 100.00% | 100.00% |
14/11/2024 | 5.21% | 0.20 CHF | 0.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,681 CHF | 4,931 CHF | 99.52% | 99.52% |
13/11/2024 | 5.15% | 0.19 CHF | 0.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,731 CHF | 4,981 CHF | 99.96% | 99.96% |
12/11/2024 | 4.62% | 0.19 CHF | 0.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,287 CHF | 5,537 CHF | 99.75% | 99.75% |
11/11/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,005 CHF | 6,255 CHF | 99.80% | 99.80% |
08/11/2024 | 4.38% | 0.23 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,592 CHF | 5,842 CHF | 99.83% | 99.83% |
07/11/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,707 CHF | 5,957 CHF | 96.72% | 96.72% |