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 | 2.36% | 0.41 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,491 CHF | 10,741 CHF | 99.38% | 99.38% |
19/11/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,613 CHF | 10,863 CHF | 94.73% | 94.73% |
18/11/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,182 CHF | 10,432 CHF | 99.31% | 99.31% |
15/11/2024 | 2.70% | 0.39 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,133 CHF | 9,383 CHF | 99.39% | 99.39% |
14/11/2024 | 2.97% | 0.35 CHF | 0.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,293 CHF | 8,543 CHF | 99.36% | 99.36% |
13/11/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,411 CHF | 8,661 CHF | 99.39% | 99.39% |
12/11/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,535 CHF | 7,785 CHF | 99.08% | 99.08% |
11/11/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,714 CHF | 7,964 CHF | 99.29% | 99.29% |
08/11/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,761 CHF | 8,011 CHF | 99.39% | 99.39% |
07/11/2024 | 3.59% | 0.29 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,864 CHF | 7,114 CHF | 99.29% | 99.29% |