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 | 2.79% | 0.37 CHF | 0.38 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 7,083 CHF | 7,283 CHF | 99.97% | 99.97% |
19/11/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 7,506 CHF | 7,706 CHF | 99.78% | 99.78% |
18/11/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 7,151 CHF | 7,351 CHF | 99.95% | 99.95% |
15/11/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,826 CHF | 7,026 CHF | 100.00% | 100.00% |
14/11/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,711 CHF | 6,911 CHF | 99.66% | 99.66% |
13/11/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,973 CHF | 7,173 CHF | 99.95% | 99.95% |
12/11/2024 | 3.11% | 0.33 CHF | 0.34 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,327 CHF | 6,527 CHF | 99.81% | 99.81% |
11/11/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 5,888 CHF | 6,088 CHF | 99.81% | 99.81% |
08/11/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,723 CHF | 6,923 CHF | 99.82% | 99.82% |
07/11/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,604 CHF | 6,804 CHF | 99.89% | 99.89% |