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 | 0.69% | 1.39 CHF | 1.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,195 CHF | 36,445 CHF | 99.39% | 99.39% |
19/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,874 CHF | 36,124 CHF | 99.29% | 99.29% |
18/11/2024 | 0.65% | 1.49 CHF | 1.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,167 CHF | 38,417 CHF | 99.28% | 99.28% |
15/11/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,005 CHF | 38,255 CHF | 99.39% | 99.39% |
14/11/2024 | 0.68% | 1.51 CHF | 1.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,836 CHF | 37,086 CHF | 99.35% | 99.35% |
13/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,035 CHF | 35,285 CHF | 99.39% | 99.39% |
12/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,364 CHF | 34,614 CHF | 99.10% | 99.10% |
11/11/2024 | 0.68% | 1.41 CHF | 1.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,501 CHF | 36,751 CHF | 99.25% | 99.25% |
08/11/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,565 CHF | 34,815 CHF | 99.38% | 99.38% |
07/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,027 CHF | 35,277 CHF | 99.27% | 99.27% |