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 | 0.81% | 1.25 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,629 CHF | 30,879 CHF | 99.96% | 99.96% |
19/11/2024 | 0.87% | 1.19 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,477 CHF | 28,727 CHF | 99.77% | 99.77% |
18/11/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,271 CHF | 30,521 CHF | 99.91% | 99.91% |
15/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,280 CHF | 31,530 CHF | 100.00% | 100.00% |
14/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,649 CHF | 30,899 CHF | 99.57% | 99.57% |
13/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,494 CHF | 27,744 CHF | 99.96% | 99.96% |
12/11/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,826 CHF | 29,076 CHF | 99.81% | 99.81% |
11/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,240 CHF | 29,490 CHF | 99.82% | 99.82% |
08/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,619 CHF | 27,869 CHF | 99.88% | 99.88% |
07/11/2024 | 0.87% | 1.10 CHF | 1.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,483 CHF | 28,733 CHF | 99.90% | 99.90% |