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 | 6.99% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,925 CHF | 7,425 CHF | 99.96% | 99.96% |
19/11/2024 | 6.13% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,925 CHF | 8,425 CHF | 97.16% | 97.16% |
18/11/2024 | 5.64% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,621 CHF | 9,121 CHF | 99.88% | 99.88% |
15/11/2024 | 5.55% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,761 CHF | 9,261 CHF | 100.00% | 100.00% |
14/11/2024 | 5.75% | 0.16 CHF | 0.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,449 CHF | 8,949 CHF | 99.53% | 99.53% |
13/11/2024 | 5.76% | 0.17 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,429 CHF | 8,929 CHF | 99.96% | 99.96% |
12/11/2024 | 6.19% | 0.17 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,842 CHF | 8,342 CHF | 99.75% | 99.75% |
11/11/2024 | 6.74% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,172 CHF | 7,672 CHF | 99.80% | 99.80% |
08/11/2024 | 6.40% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,570 CHF | 8,070 CHF | 99.84% | 99.84% |
07/11/2024 | 6.36% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,615 CHF | 8,115 CHF | 96.73% | 96.73% |