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 | 0.63% | 1.57 CHF | 1.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,394 CHF | 39,644 CHF | 99.73% | 99.73% |
19/11/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,019 CHF | 39,269 CHF | 99.85% | 99.85% |
18/11/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,314 CHF | 39,564 CHF | 100.00% | 100.00% |
15/11/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,596 CHF | 40,846 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,604 CHF | 41,854 CHF | 100.00% | 100.00% |
13/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,862 CHF | 41,112 CHF | 99.93% | 99.93% |
12/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,208 CHF | 42,458 CHF | 100.00% | 100.00% |
11/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,225 CHF | 43,475 CHF | 99.66% | 99.66% |
08/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,065 CHF | 43,315 CHF | 100.00% | 100.00% |
07/11/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,720 CHF | 43,970 CHF | 99.70% | 99.70% |