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 | 1.84% | 0.52 CHF | 0.53 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 16,192 CHF | 16,492 CHF | 99.98% | 99.98% |
19/11/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 16,764 CHF | 17,064 CHF | 99.88% | 99.88% |
18/11/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 16,800 CHF | 17,100 CHF | 99.95% | 99.95% |
15/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 16,217 CHF | 16,517 CHF | 100.00% | 100.00% |
14/11/2024 | 1.84% | 0.60 CHF | 0.61 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 16,189 CHF | 16,489 CHF | 99.66% | 99.66% |
13/11/2024 | 2.21% | 0.47 CHF | 0.48 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 13,425 CHF | 13,725 CHF | 99.96% | 99.96% |
12/11/2024 | 2.10% | 0.44 CHF | 0.45 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 14,153 CHF | 14,453 CHF | 99.81% | 99.81% |
11/11/2024 | 1.86% | 0.50 CHF | 0.51 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 15,951 CHF | 16,251 CHF | 99.79% | 99.79% |
08/11/2024 | 1.79% | 0.53 CHF | 0.54 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 16,587 CHF | 16,887 CHF | 99.80% | 99.80% |
07/11/2024 | 1.65% | 0.57 CHF | 0.58 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 18,052 CHF | 18,352 CHF | 99.88% | 99.88% |