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 | 1.60% | 0.65 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,525 CHF | 15,775 CHF | 99.97% | 99.97% |
19/11/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,645 CHF | 14,895 CHF | 99.80% | 99.80% |
18/11/2024 | 1.63% | 0.58 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,228 CHF | 15,478 CHF | 99.89% | 99.89% |
15/11/2024 | 1.48% | 0.64 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,762 CHF | 17,012 CHF | 100.00% | 100.00% |
14/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,246 CHF | 16,496 CHF | 99.63% | 99.63% |
13/11/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,769 CHF | 20,019 CHF | 99.93% | 99.93% |
12/11/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,883 CHF | 19,133 CHF | 99.80% | 99.80% |
11/11/2024 | 1.85% | 0.64 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,546 CHF | 13,796 CHF | 99.82% | 99.82% |
08/11/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,711 CHF | 11,961 CHF | 99.88% | 99.88% |
07/11/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,975 CHF | 12,225 CHF | 99.91% | 99.91% |