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 | 5.16% | 0.35 CHF | 0.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,458 CHF | 9,958 CHF | 99.53% | 99.53% |
19/11/2024 | 4.82% | 0.40 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,141 CHF | 10,641 CHF | 99.48% | 99.48% |
18/11/2024 | 4.53% | 0.45 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,801 CHF | 11,301 CHF | 98.76% | 98.76% |
15/11/2024 | 4.06% | 0.50 CHF | 0.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,070 CHF | 12,570 CHF | 98.94% | 98.94% |
14/11/2024 | 4.86% | 0.44 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,101 CHF | 10,601 CHF | 99.56% | 99.56% |
13/11/2024 | 4.30% | 0.33 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,682 CHF | 12,182 CHF | 97.03% | 97.03% |
12/11/2024 | 3.24% | 0.56 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,204 CHF | 15,704 CHF | 99.55% | 99.55% |
11/11/2024 | 3.17% | 0.63 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,518 CHF | 16,018 CHF | 99.50% | 99.50% |
08/11/2024 | 3.17% | 0.61 CHF | 0.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,511 CHF | 16,011 CHF | 99.50% | 99.50% |
07/11/2024 | 2.75% | 0.72 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,968 CHF | 18,468 CHF | 98.82% | 98.82% |