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 | 3.36% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,654 CHF | 15,154 CHF | 99.97% | 99.97% |
19/11/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,581 CHF | 15,081 CHF | 99.80% | 99.80% |
18/11/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,752 CHF | 15,252 CHF | 99.88% | 99.88% |
15/11/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,907 CHF | 15,407 CHF | 100.00% | 100.00% |
14/11/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,586 CHF | 15,086 CHF | 99.66% | 99.66% |
13/11/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,058 CHF | 14,558 CHF | 99.94% | 99.94% |
12/11/2024 | 3.45% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,266 CHF | 14,766 CHF | 99.83% | 99.83% |
11/11/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,899 CHF | 15,399 CHF | 99.78% | 99.78% |
08/11/2024 | 3.36% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,643 CHF | 15,143 CHF | 99.88% | 99.88% |
07/11/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,500 CHF | 15,000 CHF | 99.90% | 99.90% |