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 | 4.27% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,762 CHF | 6,012 CHF | 99.96% | 99.96% |
19/11/2024 | 4.29% | 0.24 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,711 CHF | 5,961 CHF | 99.85% | 99.85% |
18/11/2024 | 4.09% | 0.23 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,999 CHF | 6,249 CHF | 99.89% | 99.89% |
15/11/2024 | 3.94% | 0.27 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,230 CHF | 6,480 CHF | 100.00% | 100.00% |
14/11/2024 | 4.29% | 0.24 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,717 CHF | 5,967 CHF | 99.65% | 99.65% |
13/11/2024 | 5.08% | 0.20 CHF | 0.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,807 CHF | 5,057 CHF | 99.93% | 99.93% |
12/11/2024 | 4.79% | 0.19 CHF | 0.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,103 CHF | 5,353 CHF | 99.77% | 99.77% |
11/11/2024 | 4.00% | 0.23 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,133 CHF | 6,383 CHF | 99.82% | 99.82% |
08/11/2024 | 4.10% | 0.25 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,976 CHF | 6,226 CHF | 99.81% | 99.81% |
07/11/2024 | 4.52% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,409 CHF | 5,659 CHF | 99.90% | 99.90% |