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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 5.37% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,134 CHF | 19,134 CHF | 99.53% | 99.59% |
22/11/2024 | 5.79% | 0.18 CHF | 0.19 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 20,995 CHF | 22,245 CHF | 97.94% | 97.99% |
20/11/2024 | 6.04% | 0.16 CHF | 0.17 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 20,086 CHF | 21,336 CHF | 99.57% | 99.57% |
19/11/2024 | 5.96% | 0.16 CHF | 0.17 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 20,360 CHF | 21,610 CHF | 99.57% | 99.57% |
18/11/2024 | 5.27% | 0.17 CHF | 0.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,491 CHF | 19,491 CHF | 99.42% | 99.49% |
15/11/2024 | 4.66% | 0.20 CHF | 0.21 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 18,891 CHF | 19,791 CHF | 98.82% | 98.88% |
14/11/2024 | 4.01% | 0.23 CHF | 0.24 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 19,692 CHF | 20,492 CHF | 99.03% | 99.03% |
13/11/2024 | 3.61% | 0.28 CHF | 0.29 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 21,754 CHF | 22,554 CHF | 99.51% | 99.51% |
12/11/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 19,803 CHF | 20,503 CHF | 99.54% | 99.54% |
11/11/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 23,890 CHF | 24,690 CHF | 99.49% | 99.49% |