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 | 10.47% | 0.09 CHF | 0.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,556 CHF | 5,056 CHF | 99.96% | 99.96% |
19/11/2024 | 9.36% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,122 CHF | 5,622 CHF | 99.82% | 99.82% |
18/11/2024 | 9.27% | 0.11 CHF | 0.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,152 CHF | 5,652 CHF | 99.88% | 99.88% |
15/11/2024 | 9.08% | 0.11 CHF | 0.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,267 CHF | 5,767 CHF | 100.00% | 100.00% |
14/11/2024 | 9.99% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,774 CHF | 5,274 CHF | 99.65% | 99.65% |
13/11/2024 | 11.46% | 0.09 CHF | 0.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,120 CHF | 4,620 CHF | 99.93% | 99.93% |
12/11/2024 | 10.88% | 0.08 CHF | 0.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,360 CHF | 4,860 CHF | 99.80% | 99.80% |
11/11/2024 | 8.69% | 0.11 CHF | 0.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,505 CHF | 6,005 CHF | 99.77% | 99.77% |
08/11/2024 | 8.63% | 0.11 CHF | 0.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,563 CHF | 6,063 CHF | 99.83% | 99.83% |
07/11/2024 | 9.96% | 0.09 CHF | 0.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,782 CHF | 5,282 CHF | 99.91% | 99.91% |