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 | 0.57% | 1.71 CHF | 1.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,011 CHF | 44,261 CHF | 99.95% | 99.95% |
19/11/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,335 CHF | 43,585 CHF | 99.85% | 99.85% |
18/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,825 CHF | 44,075 CHF | 99.88% | 99.88% |
15/11/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,169 CHF | 45,419 CHF | 100.00% | 100.00% |
14/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,292 CHF | 45,542 CHF | 99.66% | 99.66% |
13/11/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,175 CHF | 44,425 CHF | 99.94% | 99.94% |
12/11/2024 | 0.55% | 1.75 CHF | 1.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,568 CHF | 45,818 CHF | 99.83% | 99.83% |
11/11/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,641 CHF | 46,891 CHF | 99.77% | 99.77% |
08/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,521 CHF | 45,771 CHF | 99.86% | 99.86% |
07/11/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,527 CHF | 45,777 CHF | 99.91% | 99.91% |