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 | 0.73% | 1.41 CHF | 1.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,301 CHF | 34,551 CHF | 99.33% | 99.33% |
19/11/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,358 CHF | 35,608 CHF | 99.23% | 99.23% |
18/11/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,991 CHF | 35,241 CHF | 99.31% | 99.31% |
15/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,816 CHF | 36,066 CHF | 99.39% | 99.39% |
14/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,933 CHF | 37,183 CHF | 99.39% | 99.39% |
13/11/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,367 CHF | 37,617 CHF | 99.39% | 99.39% |
12/11/2024 | 0.59% | 1.62 CHF | 1.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,925 CHF | 42,175 CHF | 99.08% | 99.08% |
11/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,646 CHF | 46,896 CHF | 99.29% | 99.29% |
08/11/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,118 CHF | 43,368 CHF | 99.39% | 99.39% |
07/11/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,247 CHF | 43,497 CHF | 99.26% | 99.26% |