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 | 6.90% | 0.14 CHF | 0.15 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 2,100 CHF | 2,250 CHF | 99.64% | 99.64% |
19/11/2024 | 6.81% | 0.14 CHF | 0.15 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 2,131 CHF | 2,281 CHF | 99.88% | 99.88% |
18/11/2024 | 6.26% | 0.16 CHF | 0.17 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 2,325 CHF | 2,475 CHF | 99.89% | 99.89% |
15/11/2024 | 5.56% | 0.17 CHF | 0.18 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 2,624 CHF | 2,774 CHF | 100.00% | 100.00% |
14/11/2024 | 5.30% | 0.19 CHF | 0.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 2,759 CHF | 2,909 CHF | 99.60% | 99.60% |
13/11/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 2,716 CHF | 2,866 CHF | 99.75% | 99.75% |
12/11/2024 | 4.93% | 0.18 CHF | 0.19 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 2,977 CHF | 3,127 CHF | 99.83% | 99.83% |
11/11/2024 | 4.27% | 0.23 CHF | 0.24 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 3,437 CHF | 3,587 CHF | 99.80% | 99.80% |
08/11/2024 | 4.78% | 0.21 CHF | 0.22 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 3,065 CHF | 3,215 CHF | 99.89% | 99.89% |
07/11/2024 | 4.57% | 0.21 CHF | 0.22 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 3,210 CHF | 3,360 CHF | 99.57% | 99.57% |