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 | 3.15% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,628 CHF | 16,128 CHF | 99.97% | 99.97% |
19/11/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,646 CHF | 16,146 CHF | 99.84% | 99.84% |
18/11/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,301 CHF | 15,801 CHF | 99.95% | 99.95% |
15/11/2024 | 3.08% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,992 CHF | 16,492 CHF | 100.00% | 100.00% |
14/11/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,049 CHF | 16,549 CHF | 99.53% | 99.53% |
13/11/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,479 CHF | 16,979 CHF | 99.96% | 99.96% |
12/11/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,681 CHF | 17,181 CHF | 99.76% | 99.76% |
11/11/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,699 CHF | 17,199 CHF | 99.82% | 99.82% |
08/11/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,177 CHF | 17,677 CHF | 99.83% | 99.83% |
07/11/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,247 CHF | 17,747 CHF | 99.88% | 99.88% |