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 | 3.24% | 0.30 CHF | 0.31 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,079 CHF | 6,279 CHF | 99.97% | 99.97% |
19/11/2024 | 3.26% | 0.31 CHF | 0.32 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,045 CHF | 6,245 CHF | 99.81% | 99.81% |
18/11/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 5,988 CHF | 6,188 CHF | 99.90% | 99.90% |
15/11/2024 | 3.58% | 0.29 CHF | 0.30 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 5,491 CHF | 5,691 CHF | 100.00% | 100.00% |
14/11/2024 | 3.93% | 0.25 CHF | 0.26 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 4,988 CHF | 5,188 CHF | 99.71% | 99.71% |
13/11/2024 | 4.02% | 0.24 CHF | 0.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 4,880 CHF | 5,080 CHF | 99.96% | 99.96% |
12/11/2024 | 4.40% | 0.23 CHF | 0.24 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 4,443 CHF | 4,643 CHF | 99.82% | 99.82% |
11/11/2024 | 4.60% | 0.22 CHF | 0.23 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 4,248 CHF | 4,448 CHF | 99.79% | 99.79% |
08/11/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 4,386 CHF | 4,586 CHF | 99.88% | 99.88% |
07/11/2024 | 4.41% | 0.22 CHF | 0.23 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 4,437 CHF | 4,637 CHF | 99.90% | 99.90% |