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 | 3.96% | 0.28 CHF | 0.29 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 7,670 CHF | 7,978 CHF | 99.49% | 99.49% |
19/11/2024 | 3.42% | 0.30 CHF | 0.31 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 9,183 CHF | 9,496 CHF | 97.56% | 97.56% |
18/11/2024 | 6.56% | 0.23 CHF | 0.25 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 7,087 CHF | 7,562 CHF | 99.40% | 99.40% |
15/11/2024 | 3.77% | 0.25 CHF | 0.26 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 7,816 CHF | 8,116 CHF | 98.87% | 98.87% |
14/11/2024 | 3.24% | 0.28 CHF | 0.29 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 9,123 CHF | 9,423 CHF | 99.50% | 99.50% |
13/11/2024 | 3.01% | 0.39 CHF | 0.40 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 9,885 CHF | 10,185 CHF | 95.77% | 95.77% |
12/11/2024 | 3.63% | 0.32 CHF | 0.33 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 8,145 CHF | 8,445 CHF | 99.57% | 99.57% |
11/11/2024 | 3.63% | 0.23 CHF | 0.25 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 8,532 CHF | 8,844 CHF | 94.73% | 94.73% |
08/11/2024 | 2.76% | 0.38 CHF | 0.39 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 10,800 CHF | 11,100 CHF | 91.97% | 91.97% |
07/11/2024 | 11.52% | 0.26 CHF | 0.27 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 6,735 CHF | 7,532 CHF | 99.54% | 99.54% |