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 | 1.66% | 0.59 CHF | 0.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,964 CHF | 15,214 CHF | 99.38% | 99.38% |
19/11/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,105 CHF | 15,355 CHF | 91.15% | 91.15% |
18/11/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,671 CHF | 14,921 CHF | 99.30% | 99.30% |
15/11/2024 | 1.82% | 0.57 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,632 CHF | 13,882 CHF | 99.39% | 99.39% |
14/11/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,790 CHF | 13,040 CHF | 99.35% | 99.35% |
13/11/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,907 CHF | 13,157 CHF | 99.39% | 99.39% |
12/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,030 CHF | 12,280 CHF | 99.04% | 99.04% |
11/11/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,213 CHF | 12,463 CHF | 99.30% | 99.30% |
08/11/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,266 CHF | 12,516 CHF | 99.39% | 99.39% |
07/11/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,393 CHF | 11,643 CHF | 99.30% | 99.30% |