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 | 5.69% | 0.37 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,558 CHF | 9,058 CHF | 99.53% | 99.53% |
19/11/2024 | 6.17% | 0.32 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,875 CHF | 8,375 CHF | 99.49% | 99.49% |
18/11/2024 | 6.64% | 0.28 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,284 CHF | 7,784 CHF | 98.76% | 98.76% |
15/11/2024 | 7.89% | 0.23 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,094 CHF | 6,594 CHF | 98.94% | 98.94% |
14/11/2024 | 6.07% | 0.29 CHF | 0.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,052 CHF | 8,552 CHF | 99.57% | 99.57% |
13/11/2024 | 7.83% | 0.40 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,492 CHF | 6,992 CHF | 97.04% | 97.04% |
12/11/2024 | - | 0.16 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.56% |