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% | 0.31 CHF | 0.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,593 CHF | 7,843 CHF | 99.98% | 99.98% |
19/11/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,750 CHF | 8,000 CHF | 99.80% | 99.80% |
18/11/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,279 CHF | 7,529 CHF | 99.89% | 99.89% |
15/11/2024 | 3.69% | 0.28 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,656 CHF | 6,906 CHF | 100.00% | 100.00% |
14/11/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,049 CHF | 6,299 CHF | 99.78% | 99.78% |
13/11/2024 | 4.04% | 0.24 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,060 CHF | 6,310 CHF | 99.97% | 99.97% |
12/11/2024 | 4.32% | 0.23 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,663 CHF | 5,913 CHF | 99.78% | 99.78% |
11/11/2024 | 4.67% | 0.21 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,232 CHF | 5,482 CHF | 99.78% | 99.78% |
08/11/2024 | 4.28% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,718 CHF | 5,968 CHF | 99.88% | 99.88% |
07/11/2024 | 4.07% | 0.23 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,030 CHF | 6,280 CHF | 99.89% | 99.89% |