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 | 0.64% | 1.51 CHF | 1.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,756 CHF | 39,006 CHF | 100.00% | 100.00% |
19/11/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,514 CHF | 38,764 CHF | 99.89% | 99.89% |
18/11/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,753 CHF | 40,003 CHF | 99.86% | 99.86% |
15/11/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,421 CHF | 41,671 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,502 CHF | 41,752 CHF | 100.00% | 100.00% |
13/11/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,861 CHF | 42,111 CHF | 100.00% | 100.00% |
12/11/2024 | 0.59% | 1.60 CHF | 1.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,341 CHF | 42,591 CHF | 99.71% | 99.71% |
11/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,889 CHF | 44,139 CHF | 99.91% | 99.91% |
08/11/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,103 CHF | 43,353 CHF | 100.00% | 100.00% |
07/11/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,679 CHF | 43,929 CHF | 99.91% | 99.91% |