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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.99% | 2.33 CHF | 2.36 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 70,917 CHF | 23,874 CHF | 99.37% | 99.37% |
22/11/2024 | 1.01% | 2.36 CHF | 2.38 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 70,378 CHF | 23,699 CHF | 97.80% | 97.80% |
20/11/2024 | 1.01% | 2.29 CHF | 2.31 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 69,659 CHF | 23,455 CHF | 99.27% | 99.27% |
19/11/2024 | 1.04% | 2.28 CHF | 2.30 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 67,117 CHF | 22,605 CHF | 99.99% | 99.99% |
18/11/2024 | 1.19% | 2.25 CHF | 2.27 CHF | 30,000 | 10,000 | 30,000 | 9,445 | 66,494 CHF | 21,178 CHF | 99.43% | 99.43% |
15/11/2024 | 1.10% | 2.19 CHF | 2.21 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 64,902 CHF | 21,872 CHF | 94.40% | 94.40% |
14/11/2024 | 0.95% | 2.34 CHF | 2.36 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 72,577 CHF | 24,423 CHF | 93.84% | 93.84% |
13/11/2024 | 1.01% | 2.44 CHF | 2.46 CHF | 30,000 | 10,000 | 30,000 | 9,977 | 71,909 CHF | 24,157 CHF | 78.56% | 78.56% |
12/11/2024 | 0.95% | 2.41 CHF | 2.43 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 72,564 CHF | 24,419 CHF | 96.19% | 96.19% |
11/11/2024 | 1.01% | 2.41 CHF | 2.43 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 71,497 CHF | 24,073 CHF | 64.46% | 64.46% |