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 | 1.23% | 0.78 CHF | 0.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,187 CHF | 20,437 CHF | 99.97% | 99.97% |
19/11/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,080 CHF | 19,330 CHF | 99.85% | 99.85% |
18/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,323 CHF | 18,573 CHF | 99.95% | 99.95% |
15/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,322 CHF | 18,572 CHF | 100.00% | 100.00% |
14/11/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,584 CHF | 18,834 CHF | 99.65% | 99.65% |
13/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,621 CHF | 18,871 CHF | 99.95% | 99.95% |
12/11/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,315 CHF | 19,565 CHF | 99.81% | 99.81% |
11/11/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,060 CHF | 20,310 CHF | 99.77% | 99.77% |
08/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,681 CHF | 19,931 CHF | 99.84% | 99.84% |
07/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,728 CHF | 19,978 CHF | 96.73% | 96.73% |