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 | 1.70% | 0.61 CHF | 0.62 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 17,479 CHF | 17,779 CHF | 99.49% | 99.49% |
19/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 18,993 CHF | 19,293 CHF | 97.55% | 97.55% |
18/11/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 16,923 CHF | 17,223 CHF | 99.40% | 99.40% |
15/11/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 17,663 CHF | 17,963 CHF | 98.86% | 98.86% |
14/11/2024 | 1.57% | 0.60 CHF | 0.61 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 18,976 CHF | 19,276 CHF | 99.50% | 99.50% |
13/11/2024 | 1.51% | 0.71 CHF | 0.72 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 19,738 CHF | 20,038 CHF | 95.37% | 95.37% |
12/11/2024 | 1.66% | 0.65 CHF | 0.66 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 17,973 CHF | 18,273 CHF | 99.57% | 99.57% |
11/11/2024 | 1.62% | 0.56 CHF | 0.57 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 18,384 CHF | 18,684 CHF | 94.72% | 94.72% |
08/11/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 20,674 CHF | 20,974 CHF | 91.96% | 91.96% |
07/11/2024 | 1.79% | 0.59 CHF | 0.60 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 16,644 CHF | 16,944 CHF | 99.53% | 99.53% |