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 | 6.46% | 0.27 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,507 CHF | 8,007 CHF | 99.53% | 99.53% |
19/11/2024 | 5.93% | 0.32 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,192 CHF | 8,692 CHF | 99.48% | 99.48% |
18/11/2024 | 5.50% | 0.37 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,845 CHF | 9,345 CHF | 98.76% | 98.76% |
15/11/2024 | 4.83% | 0.42 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,112 CHF | 10,612 CHF | 98.94% | 98.94% |
14/11/2024 | 6.00% | 0.36 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,146 CHF | 8,646 CHF | 99.57% | 99.57% |
13/11/2024 | 5.21% | 0.25 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,727 CHF | 10,227 CHF | 97.03% | 97.03% |
12/11/2024 | 3.71% | 0.49 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,250 CHF | 13,750 CHF | 99.55% | 99.55% |
11/11/2024 | 3.62% | 0.55 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,562 CHF | 14,062 CHF | 99.50% | 99.50% |
08/11/2024 | 3.63% | 0.53 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,553 CHF | 14,053 CHF | 99.50% | 99.50% |
07/11/2024 | 3.08% | 0.64 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,001 CHF | 16,501 CHF | 98.82% | 98.82% |