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 | 1.34% | 0.72 CHF | 0.73 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,808 CHF | 15,008 CHF | 99.97% | 99.97% |
19/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,394 CHF | 14,594 CHF | 99.80% | 99.80% |
18/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,780 CHF | 14,980 CHF | 99.95% | 99.95% |
15/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,072 CHF | 15,272 CHF | 100.00% | 100.00% |
14/11/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,223 CHF | 15,423 CHF | 99.67% | 99.67% |
13/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,998 CHF | 15,198 CHF | 99.95% | 99.95% |
12/11/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,664 CHF | 15,864 CHF | 99.81% | 99.81% |
11/11/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 16,050 CHF | 16,250 CHF | 99.81% | 99.81% |
08/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,277 CHF | 15,477 CHF | 99.88% | 99.88% |
07/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,396 CHF | 15,596 CHF | 99.89% | 99.89% |