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 | 1.35% | 2.25 CHF | 2.28 CHF | 10,000 | 10,000 | 9,823 | 9,823 | 22,166 CHF | 22,462 CHF | 99.41% | 99.41% |
19/11/2024 | 1.42% | 2.10 CHF | 2.13 CHF | 10,000 | 10,000 | 9,999 | 9,999 | 20,948 CHF | 21,248 CHF | 98.86% | 98.86% |
18/11/2024 | 1.31% | 2.30 CHF | 2.33 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 22,831 CHF | 23,131 CHF | 99.84% | 99.84% |
15/11/2024 | 1.25% | 2.33 CHF | 2.36 CHF | 10,000 | 10,000 | 9,978 | 9,978 | 23,810 CHF | 24,110 CHF | 99.84% | 99.84% |
14/11/2024 | 1.28% | 2.48 CHF | 2.51 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 23,376 CHF | 23,676 CHF | 98.68% | 98.68% |
13/11/2024 | 1.40% | 2.22 CHF | 2.25 CHF | 10,000 | 10,000 | 9,999 | 9,999 | 21,239 CHF | 21,539 CHF | 99.69% | 99.69% |
12/11/2024 | 1.19% | 2.37 CHF | 2.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 24,978 CHF | 25,278 CHF | 99.77% | 99.77% |
11/11/2024 | 1.16% | 2.60 CHF | 2.63 CHF | 10,000 | 10,000 | 9,962 | 9,962 | 25,656 CHF | 25,955 CHF | 100.00% | 100.00% |
08/11/2024 | 1.24% | 2.40 CHF | 2.43 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 24,116 CHF | 24,416 CHF | 98.31% | 98.31% |
07/11/2024 | 1.20% | 2.49 CHF | 2.52 CHF | 10,000 | 10,000 | 9,959 | 9,959 | 24,790 CHF | 25,089 CHF | 99.67% | 99.67% |