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 | 0.83% | 1.25 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,907 CHF | 30,157 CHF | 99.97% | 99.97% |
19/11/2024 | 0.88% | 1.18 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,274 CHF | 28,524 CHF | 99.80% | 99.80% |
18/11/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,416 CHF | 29,666 CHF | 99.90% | 99.90% |
15/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,520 CHF | 29,770 CHF | 99.59% | 99.59% |
14/11/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,981 CHF | 30,231 CHF | 99.60% | 99.60% |
13/11/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,633 CHF | 32,883 CHF | 99.95% | 99.95% |
12/11/2024 | 0.88% | 1.19 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,155 CHF | 28,405 CHF | 99.77% | 99.77% |
11/11/2024 | 0.87% | 1.11 CHF | 1.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,660 CHF | 28,910 CHF | 99.81% | 99.81% |
08/11/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,332 CHF | 30,582 CHF | 99.81% | 99.81% |
07/11/2024 | 0.79% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,539 CHF | 31,789 CHF | 99.86% | 99.86% |