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 | 1.08% | 0.94 CHF | 0.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,063 CHF | 23,313 CHF | 99.97% | 99.97% |
19/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,344 CHF | 23,594 CHF | 99.80% | 99.80% |
18/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,073 CHF | 23,323 CHF | 99.91% | 99.91% |
15/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,681 CHF | 21,931 CHF | 100.00% | 100.00% |
14/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,068 CHF | 21,318 CHF | 99.52% | 99.52% |
13/11/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,812 CHF | 21,062 CHF | 99.95% | 99.95% |
12/11/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,924 CHF | 19,174 CHF | 99.79% | 99.79% |
11/11/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 25,000 | 25,000 | 45,503 | 45,503 | 32,420 CHF | 32,875 CHF | 99.81% | 99.81% |
08/11/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 25,000 | 25,000 | 36,603 | 36,603 | 26,353 CHF | 26,719 CHF | 99.80% | 99.80% |
07/11/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,048 CHF | 33,548 CHF | 99.88% | 99.88% |