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 | 2.47% | 0.39 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,995 CHF | 10,245 CHF | 99.38% | 99.38% |
19/11/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,019 CHF | 8,269 CHF | 99.27% | 99.27% |
18/11/2024 | 2.52% | 0.37 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,811 CHF | 10,061 CHF | 99.29% | 99.29% |
15/11/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,751 CHF | 11,001 CHF | 99.38% | 99.38% |
14/11/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,222 CHF | 10,472 CHF | 99.38% | 99.38% |
13/11/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,278 CHF | 9,528 CHF | 99.39% | 99.39% |
12/11/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,907 CHF | 9,157 CHF | 99.09% | 99.09% |
11/11/2024 | 2.69% | 0.34 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,195 CHF | 9,445 CHF | 99.29% | 99.29% |
08/11/2024 | 2.53% | 0.40 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,754 CHF | 10,004 CHF | 99.38% | 99.38% |
07/11/2024 | 3.17% | 0.30 CHF | 0.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,797 CHF | 8,047 CHF | 99.28% | 99.28% |