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 | 2.47% | 0.37 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,034 CHF | 10,284 CHF | 99.95% | 99.95% |
19/11/2024 | 2.79% | 0.38 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,856 CHF | 9,106 CHF | 97.12% | 97.12% |
18/11/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,082 CHF | 8,332 CHF | 99.88% | 99.88% |
15/11/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,098 CHF | 8,348 CHF | 100.00% | 100.00% |
14/11/2024 | 2.95% | 0.35 CHF | 0.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,367 CHF | 8,617 CHF | 99.53% | 99.53% |
13/11/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,481 CHF | 8,731 CHF | 99.96% | 99.96% |
12/11/2024 | 2.67% | 0.34 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,233 CHF | 9,483 CHF | 99.75% | 99.75% |
11/11/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,052 CHF | 10,302 CHF | 99.81% | 99.81% |
08/11/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,539 CHF | 9,789 CHF | 99.82% | 99.82% |
07/11/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,670 CHF | 9,920 CHF | 96.73% | 96.73% |