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 | 0.76% | 1.31 CHF | 1.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,743 CHF | 32,993 CHF | 99.38% | 99.38% |
19/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,715 CHF | 34,965 CHF | 99.30% | 99.30% |
18/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,034 CHF | 33,284 CHF | 99.30% | 99.30% |
15/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,238 CHF | 32,488 CHF | 99.38% | 99.38% |
14/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,687 CHF | 32,937 CHF | 99.37% | 99.37% |
13/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,678 CHF | 33,928 CHF | 99.39% | 99.39% |
12/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,044 CHF | 34,294 CHF | 99.10% | 99.10% |
11/11/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,833 CHF | 34,083 CHF | 99.26% | 99.26% |
08/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,399 CHF | 33,649 CHF | 99.37% | 99.37% |
07/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,514 CHF | 35,764 CHF | 99.28% | 99.28% |