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 | 2.34% | 0.46 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,575 CHF | 10,825 CHF | 99.95% | 99.95% |
19/11/2024 | 3.17% | 0.37 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,814 CHF | 8,064 CHF | 99.81% | 99.81% |
18/11/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,852 CHF | 10,102 CHF | 99.90% | 99.90% |
15/11/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,341 CHF | 11,591 CHF | 100.00% | 100.00% |
14/11/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,515 CHF | 10,765 CHF | 99.60% | 99.60% |
13/11/2024 | 3.66% | 0.27 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,726 CHF | 6,976 CHF | 99.95% | 99.95% |
12/11/2024 | 2.97% | 0.29 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,310 CHF | 8,560 CHF | 99.78% | 99.78% |
11/11/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,929 CHF | 9,179 CHF | 99.79% | 99.79% |
08/11/2024 | 3.42% | 0.30 CHF | 0.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,204 CHF | 7,454 CHF | 99.88% | 99.88% |
07/11/2024 | 2.93% | 0.29 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,425 CHF | 8,675 CHF | 99.91% | 99.91% |