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 | 1.21% | 0.87 CHF | 0.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,528 CHF | 20,778 CHF | 99.95% | 99.95% |
19/11/2024 | 1.48% | 0.75 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,870 CHF | 17,120 CHF | 99.77% | 99.77% |
18/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,691 CHF | 19,941 CHF | 99.91% | 99.91% |
15/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,589 CHF | 21,839 CHF | 100.00% | 100.00% |
14/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,497 CHF | 20,747 CHF | 99.53% | 99.53% |
13/11/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,258 CHF | 15,508 CHF | 99.96% | 99.96% |
12/11/2024 | 1.42% | 0.65 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,492 CHF | 17,742 CHF | 99.77% | 99.77% |
11/11/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,209 CHF | 18,459 CHF | 99.79% | 99.79% |
08/11/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,668 CHF | 15,918 CHF | 99.89% | 99.89% |
07/11/2024 | 1.46% | 0.62 CHF | 0.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,087 CHF | 17,337 CHF | 99.92% | 99.92% |