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 | 1.22% | 1.65 CHF | 1.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,823 CHF | 41,323 CHF | 99.53% | 99.53% |
19/11/2024 | 1.24% | 1.61 CHF | 1.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,112 CHF | 40,612 CHF | 99.49% | 99.49% |
18/11/2024 | 1.25% | 1.57 CHF | 1.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,620 CHF | 40,120 CHF | 99.51% | 99.51% |
15/11/2024 | 1.29% | 1.52 CHF | 1.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,506 CHF | 39,006 CHF | 98.94% | 98.94% |
14/11/2024 | 1.23% | 1.59 CHF | 1.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,417 CHF | 40,917 CHF | 99.56% | 99.56% |
13/11/2024 | 1.28% | 1.69 CHF | 1.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,873 CHF | 39,373 CHF | 97.03% | 97.03% |
12/11/2024 | 1.41% | 1.46 CHF | 1.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,326 CHF | 35,826 CHF | 99.55% | 99.55% |
11/11/2024 | 1.41% | 1.40 CHF | 1.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,098 CHF | 35,598 CHF | 99.50% | 99.50% |
08/11/2024 | 1.41% | 1.42 CHF | 1.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,241 CHF | 35,741 CHF | 99.50% | 99.50% |
07/11/2024 | 1.50% | 1.32 CHF | 1.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,991 CHF | 33,491 CHF | 99.06% | 99.06% |