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 | 3.97% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,346 CHF | 12,846 CHF | 99.98% | 99.98% |
19/11/2024 | 3.95% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,419 CHF | 12,919 CHF | 99.80% | 99.80% |
18/11/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,248 CHF | 12,748 CHF | 99.88% | 99.88% |
15/11/2024 | 4.03% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,147 CHF | 12,647 CHF | 100.00% | 100.00% |
14/11/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,522 CHF | 13,022 CHF | 99.66% | 99.66% |
13/11/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,000 CHF | 13,500 CHF | 99.94% | 99.94% |
12/11/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,904 CHF | 13,404 CHF | 99.83% | 99.83% |
11/11/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,268 CHF | 12,768 CHF | 99.78% | 99.78% |
08/11/2024 | 3.94% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,435 CHF | 12,935 CHF | 99.88% | 99.88% |
07/11/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,657 CHF | 13,157 CHF | 99.90% | 99.90% |