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 | 5.02% | 0.39 CHF | 0.41 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,881 CHF | 4,081 CHF | 99.98% | 99.98% |
19/11/2024 | 4.91% | 0.39 CHF | 0.41 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,972 CHF | 4,172 CHF | 99.78% | 99.78% |
18/11/2024 | 5.04% | 0.38 CHF | 0.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,869 CHF | 4,069 CHF | 99.95% | 99.95% |
15/11/2024 | 5.22% | 0.38 CHF | 0.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,730 CHF | 3,930 CHF | 100.00% | 100.00% |
14/11/2024 | 5.14% | 0.38 CHF | 0.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,793 CHF | 3,993 CHF | 99.66% | 99.66% |
13/11/2024 | 5.04% | 0.39 CHF | 0.41 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,866 CHF | 4,066 CHF | 99.97% | 99.97% |
12/11/2024 | 5.11% | 0.38 CHF | 0.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,816 CHF | 4,016 CHF | 99.84% | 99.84% |
11/11/2024 | 5.14% | 0.37 CHF | 0.39 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,793 CHF | 3,993 CHF | 99.84% | 99.84% |
08/11/2024 | 4.92% | 0.40 CHF | 0.42 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 3,966 CHF | 4,166 CHF | 99.85% | 99.85% |
07/11/2024 | 4.86% | 0.39 CHF | 0.41 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 4,012 CHF | 4,212 CHF | 99.90% | 99.90% |