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 | 2.94% | 0.34 CHF | 0.35 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 13,400 CHF | 13,800 CHF | 99.97% | 99.97% |
19/11/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 13,247 CHF | 13,647 CHF | 99.82% | 99.82% |
18/11/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 13,064 CHF | 13,464 CHF | 99.93% | 99.93% |
15/11/2024 | 3.00% | 0.31 CHF | 0.32 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 13,134 CHF | 13,534 CHF | 99.99% | 99.99% |
14/11/2024 | 2.78% | 0.34 CHF | 0.35 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 14,179 CHF | 14,579 CHF | 99.65% | 99.65% |
13/11/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 15,315 CHF | 15,715 CHF | 99.94% | 99.94% |
12/11/2024 | 2.45% | 0.42 CHF | 0.43 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 16,140 CHF | 16,540 CHF | 99.75% | 99.75% |
11/11/2024 | 2.93% | 0.35 CHF | 0.36 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 13,465 CHF | 13,865 CHF | 99.78% | 99.78% |
08/11/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 13,321 CHF | 13,721 CHF | 99.84% | 99.84% |
07/11/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 13,777 CHF | 14,177 CHF | 99.91% | 99.91% |