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 | 3.58% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,743 CHF | 14,243 CHF | 99.96% | 99.96% |
19/11/2024 | 3.25% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,135 CHF | 15,635 CHF | 97.16% | 97.16% |
18/11/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 49,220 | 49,219 | 15,883 CHF | 16,375 CHF | 99.88% | 99.88% |
15/11/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,273 CHF | 16,773 CHF | 100.00% | 100.00% |
14/11/2024 | 3.10% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,859 CHF | 16,359 CHF | 99.52% | 99.52% |
13/11/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,904 CHF | 16,404 CHF | 99.96% | 99.96% |
12/11/2024 | 3.30% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,916 CHF | 15,416 CHF | 99.75% | 99.75% |
11/11/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,087 CHF | 14,587 CHF | 99.81% | 99.81% |
08/11/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,612 CHF | 15,112 CHF | 99.84% | 99.84% |
07/11/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,554 CHF | 15,054 CHF | 96.72% | 96.72% |