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 | 1.85% | 0.52 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,401 CHF | 13,651 CHF | 99.96% | 99.96% |
19/11/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,345 CHF | 13,595 CHF | 99.82% | 99.82% |
18/11/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,657 CHF | 13,907 CHF | 99.88% | 99.88% |
15/11/2024 | 1.76% | 0.59 CHF | 0.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,085 CHF | 14,335 CHF | 100.00% | 100.00% |
14/11/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,371 CHF | 13,621 CHF | 99.71% | 99.71% |
13/11/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,996 CHF | 12,246 CHF | 99.93% | 99.93% |
12/11/2024 | 2.00% | 0.47 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,350 CHF | 12,600 CHF | 99.76% | 99.76% |
11/11/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,934 CHF | 14,184 CHF | 99.82% | 99.82% |
08/11/2024 | 1.81% | 0.57 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,721 CHF | 13,971 CHF | 99.83% | 99.83% |
07/11/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,912 CHF | 13,162 CHF | 99.89% | 99.89% |