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 | 2.29% | 1.29 CHF | 1.32 CHF | 10,000 | 10,000 | 9,970 | 9,970 | 12,941 CHF | 13,240 CHF | 99.43% | 99.43% |
19/11/2024 | 2.58% | 1.15 CHF | 1.18 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 11,513 CHF | 11,813 CHF | 99.74% | 99.74% |
18/11/2024 | 2.24% | 1.34 CHF | 1.37 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 13,234 CHF | 13,534 CHF | 99.87% | 99.87% |
15/11/2024 | 2.09% | 1.37 CHF | 1.40 CHF | 10,000 | 10,000 | 9,995 | 9,995 | 14,216 CHF | 14,515 CHF | 100.00% | 100.00% |
14/11/2024 | 2.16% | 1.51 CHF | 1.54 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 13,765 CHF | 14,065 CHF | 98.54% | 98.54% |
13/11/2024 | 2.51% | 1.27 CHF | 1.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 11,821 CHF | 12,121 CHF | 99.95% | 99.95% |
12/11/2024 | 1.94% | 1.42 CHF | 1.45 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,325 CHF | 15,625 CHF | 99.88% | 99.88% |
11/11/2024 | 1.85% | 1.63 CHF | 1.66 CHF | 10,000 | 10,000 | 9,977 | 9,977 | 16,052 CHF | 16,351 CHF | 100.00% | 100.00% |
08/11/2024 | 2.05% | 1.44 CHF | 1.47 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,523 CHF | 14,823 CHF | 98.31% | 98.31% |
07/11/2024 | 1.95% | 1.53 CHF | 1.56 CHF | 10,000 | 10,000 | 9,968 | 9,968 | 15,237 CHF | 15,536 CHF | 99.89% | 99.89% |