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 | 1.77% | 0.58 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,997 CHF | 14,247 CHF | 99.97% | 99.97% |
19/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,132 CHF | 14,382 CHF | 99.80% | 99.80% |
18/11/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,396 CHF | 13,646 CHF | 99.94% | 99.94% |
15/11/2024 | 1.69% | 0.56 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,689 CHF | 14,939 CHF | 100.00% | 100.00% |
14/11/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,072 CHF | 15,322 CHF | 99.55% | 99.55% |
13/11/2024 | 1.58% | 0.60 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,715 CHF | 15,965 CHF | 99.94% | 99.94% |
12/11/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,272 CHF | 16,522 CHF | 99.78% | 99.78% |
11/11/2024 | 1.53% | 0.62 CHF | 0.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,196 CHF | 16,446 CHF | 99.85% | 99.85% |
08/11/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,128 CHF | 17,378 CHF | 99.83% | 99.83% |
07/11/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,949 CHF | 17,199 CHF | 99.90% | 99.90% |