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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,192 CHF | 37,442 CHF | 98.54% | 98.54% |
22/11/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,412 CHF | 37,662 CHF | 100.00% | 100.00% |
20/11/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,939 CHF | 38,189 CHF | 100.00% | 100.00% |
19/11/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,138 CHF | 38,388 CHF | 99.86% | 99.86% |
18/11/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,174 CHF | 37,424 CHF | 99.91% | 99.91% |
15/11/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,760 CHF | 36,010 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,606 CHF | 35,856 CHF | 100.00% | 100.00% |
13/11/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,309 CHF | 35,559 CHF | 100.00% | 100.00% |
12/11/2024 | 0.72% | 1.49 CHF | 1.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,807 CHF | 35,057 CHF | 99.71% | 99.71% |
11/11/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,389 CHF | 33,639 CHF | 99.91% | 99.91% |