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 | 1.28% | 0.74 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,426 CHF | 19,676 CHF | 100.00% | 100.00% |
19/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,204 CHF | 19,454 CHF | 99.91% | 99.91% |
18/11/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,393 CHF | 20,643 CHF | 99.88% | 99.88% |
15/11/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,024 CHF | 22,274 CHF | 100.00% | 100.00% |
14/11/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,143 CHF | 22,393 CHF | 100.00% | 100.00% |
13/11/2024 | 1.11% | 0.85 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,485 CHF | 22,735 CHF | 100.00% | 100.00% |
12/11/2024 | 1.08% | 0.82 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,979 CHF | 23,229 CHF | 99.72% | 99.72% |
11/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,519 CHF | 24,769 CHF | 99.91% | 99.91% |
08/11/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,700 CHF | 23,950 CHF | 100.00% | 100.00% |
07/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,207 CHF | 24,457 CHF | 99.91% | 99.91% |