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 | 0.79% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,587 CHF | 31,837 CHF | 99.97% | 99.97% |
19/11/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,395 CHF | 30,645 CHF | 99.85% | 99.85% |
18/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,379 CHF | 31,629 CHF | 99.88% | 99.88% |
15/11/2024 | 0.81% | 1.19 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,943 CHF | 31,193 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,044 CHF | 32,294 CHF | 99.64% | 99.64% |
13/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,718 CHF | 31,968 CHF | 99.95% | 99.95% |
12/11/2024 | 0.74% | 1.31 CHF | 1.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,568 CHF | 33,818 CHF | 99.75% | 99.75% |
11/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,136 CHF | 35,386 CHF | 99.80% | 99.80% |
08/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,265 CHF | 33,515 CHF | 99.89% | 99.89% |
07/11/2024 | 0.74% | 1.30 CHF | 1.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,455 CHF | 33,705 CHF | 99.91% | 99.91% |