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 | 0.75% | 1.28 CHF | 1.29 CHF | 30,000 | 30,000 | 30,000 | 29,989 | 39,633 CHF | 39,918 CHF | 99.98% | 99.98% |
19/11/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 34,948 CHF | 35,248 CHF | 99.85% | 99.85% |
18/11/2024 | 0.74% | 1.29 CHF | 1.30 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 40,211 CHF | 40,511 CHF | 99.95% | 99.95% |
15/11/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 40,915 CHF | 41,215 CHF | 100.00% | 100.00% |
14/11/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 40,697 CHF | 40,997 CHF | 99.66% | 99.66% |
13/11/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 39,697 CHF | 39,997 CHF | 99.96% | 99.96% |
12/11/2024 | 0.71% | 1.36 CHF | 1.37 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 42,149 CHF | 42,449 CHF | 99.83% | 99.83% |
11/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 45,637 CHF | 45,937 CHF | 99.82% | 99.82% |
08/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 44,911 CHF | 45,211 CHF | 99.88% | 99.88% |
07/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 47,208 CHF | 47,508 CHF | 99.89% | 99.89% |