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 | 6.54% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,409 CHF | 7,909 CHF | 99.97% | 99.97% |
19/11/2024 | 6.51% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,444 CHF | 7,944 CHF | 99.81% | 99.81% |
18/11/2024 | 6.38% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,605 CHF | 8,105 CHF | 99.88% | 99.88% |
15/11/2024 | 6.28% | 0.16 CHF | 0.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,714 CHF | 8,214 CHF | 100.00% | 100.00% |
14/11/2024 | 6.66% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,271 CHF | 7,771 CHF | 99.66% | 99.66% |
13/11/2024 | 7.47% | 0.13 CHF | 0.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,446 CHF | 6,946 CHF | 99.93% | 99.93% |
12/11/2024 | 7.08% | 0.13 CHF | 0.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,824 CHF | 7,324 CHF | 99.81% | 99.81% |
11/11/2024 | 6.03% | 0.16 CHF | 0.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,039 CHF | 8,539 CHF | 99.81% | 99.81% |
08/11/2024 | 6.09% | 0.16 CHF | 0.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,969 CHF | 8,469 CHF | 99.83% | 99.83% |
07/11/2024 | 6.82% | 0.14 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,088 CHF | 7,588 CHF | 99.88% | 99.88% |