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 | 4.07% | 0.51 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,050 CHF | 12,550 CHF | 99.53% | 99.53% |
19/11/2024 | 4.31% | 0.46 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,363 CHF | 11,863 CHF | 99.49% | 99.49% |
18/11/2024 | 4.53% | 0.42 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,783 CHF | 11,283 CHF | 98.76% | 98.76% |
15/11/2024 | 5.08% | 0.37 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,600 CHF | 10,100 CHF | 98.94% | 98.94% |
14/11/2024 | 4.25% | 0.43 CHF | 0.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,554 CHF | 12,054 CHF | 99.56% | 99.56% |
13/11/2024 | 5.00% | 0.54 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,995 CHF | 10,495 CHF | 97.03% | 97.03% |
12/11/2024 | - | 0.30 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.55% |
11/11/2024 | - | 0.24 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.50% |
08/11/2024 | - | 0.26 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.50% |
07/11/2024 | - | 0.15 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.82% |