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 | 4.17% | 0.42 CHF | 0.44 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 4,711 CHF | 4,911 CHF | 99.97% | 99.97% |
19/11/2024 | 3.65% | 0.49 CHF | 0.51 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 5,390 CHF | 5,590 CHF | 99.83% | 99.83% |
18/11/2024 | 3.98% | 0.52 CHF | 0.54 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 4,934 CHF | 5,134 CHF | 99.95% | 99.95% |
15/11/2024 | 4.01% | 0.50 CHF | 0.52 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 4,892 CHF | 5,092 CHF | 99.59% | 99.59% |
14/11/2024 | 4.17% | 0.50 CHF | 0.52 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 4,707 CHF | 4,907 CHF | 99.66% | 99.66% |
13/11/2024 | 5.32% | 0.38 CHF | 0.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,673 CHF | 3,873 CHF | 99.97% | 99.97% |
12/11/2024 | 3.60% | 0.49 CHF | 0.51 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 5,457 CHF | 5,657 CHF | 99.82% | 99.82% |
11/11/2024 | 3.75% | 0.56 CHF | 0.58 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 5,248 CHF | 5,448 CHF | 99.82% | 99.82% |
08/11/2024 | 4.28% | 0.48 CHF | 0.50 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 4,582 CHF | 4,782 CHF | 99.88% | 99.88% |
07/11/2024 | 4.75% | 0.44 CHF | 0.46 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 4,129 CHF | 4,329 CHF | 99.85% | 99.85% |