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 | 4.34% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,636 CHF | 5,886 CHF | 99.95% | 99.95% |
19/11/2024 | 3.80% | 0.23 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,473 CHF | 6,723 CHF | 99.81% | 99.81% |
18/11/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,524 CHF | 5,774 CHF | 99.90% | 99.90% |
15/11/2024 | 4.72% | 0.21 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,170 CHF | 5,420 CHF | 100.00% | 100.00% |
14/11/2024 | 4.48% | 0.21 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,470 CHF | 5,720 CHF | 99.63% | 99.63% |
13/11/2024 | 3.38% | 0.28 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,279 CHF | 7,529 CHF | 99.95% | 99.95% |
12/11/2024 | 3.69% | 0.28 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,656 CHF | 6,906 CHF | 99.75% | 99.75% |
11/11/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,462 CHF | 6,712 CHF | 99.77% | 99.77% |
08/11/2024 | 3.29% | 0.29 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,471 CHF | 7,721 CHF | 99.88% | 99.88% |
07/11/2024 | 3.46% | 0.31 CHF | 0.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,111 CHF | 7,361 CHF | 99.91% | 99.91% |