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 | 3.95% | 0.24 CHF | 0.25 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 17,392 CHF | 18,092 CHF | 99.43% | 99.43% |
19/11/2024 | 4.29% | 0.24 CHF | 0.25 CHF | 70,000 | 70,000 | 70,659 | 70,659 | 16,179 CHF | 16,885 CHF | 100.00% | 100.00% |
18/11/2024 | 3.75% | 0.27 CHF | 0.28 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 18,330 CHF | 19,030 CHF | 99.88% | 99.88% |
15/11/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 17,264 CHF | 17,964 CHF | 100.00% | 100.00% |
14/11/2024 | 4.93% | 0.23 CHF | 0.24 CHF | 70,000 | 70,000 | 73,269 | 73,269 | 14,530 CHF | 15,262 CHF | 98.61% | 98.61% |
13/11/2024 | 4.95% | 0.18 CHF | 0.19 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 14,422 CHF | 15,150 CHF | 100.00% | 100.00% |
12/11/2024 | 3.90% | 0.23 CHF | 0.24 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 17,632 CHF | 18,332 CHF | 99.90% | 99.90% |
11/11/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 19,536 CHF | 20,236 CHF | 100.00% | 100.00% |
08/11/2024 | 3.90% | 0.25 CHF | 0.26 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 17,618 CHF | 18,318 CHF | 99.05% | 99.05% |
07/11/2024 | 3.34% | 0.26 CHF | 0.27 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 20,626 CHF | 21,326 CHF | 100.00% | 100.00% |