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 | 4.54% | 0.23 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,396 CHF | 5,646 CHF | 99.97% | 99.97% |
19/11/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,494 CHF | 5,744 CHF | 99.74% | 99.74% |
18/11/2024 | 4.84% | 0.21 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,047 CHF | 5,297 CHF | 99.89% | 99.89% |
15/11/2024 | 4.07% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,029 CHF | 6,279 CHF | 100.00% | 100.00% |
14/11/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,325 CHF | 6,575 CHF | 99.65% | 99.65% |
13/11/2024 | 3.62% | 0.25 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,792 CHF | 7,042 CHF | 99.94% | 99.94% |
12/11/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,311 CHF | 7,561 CHF | 99.75% | 99.75% |
11/11/2024 | 3.39% | 0.27 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,257 CHF | 7,507 CHF | 99.81% | 99.81% |
08/11/2024 | 3.07% | 0.31 CHF | 0.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,041 CHF | 8,291 CHF | 99.83% | 99.83% |
07/11/2024 | 3.22% | 0.32 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,677 CHF | 7,927 CHF | 99.91% | 99.91% |