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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/11/2024 | 1.71% | 1.14 CHF | 1.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,033 CHF | 29,533 CHF | 99.56% | 99.56% |
26/11/2024 | 1.74% | 1.15 CHF | 1.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,523 CHF | 29,023 CHF | 99.52% | 99.52% |
25/11/2024 | 1.80% | 1.08 CHF | 1.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,501 CHF | 28,001 CHF | 99.51% | 99.51% |
22/11/2024 | 1.74% | 1.11 CHF | 1.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,508 CHF | 29,008 CHF | 99.49% | 99.49% |
20/11/2024 | 1.80% | 1.12 CHF | 1.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,483 CHF | 27,983 CHF | 99.53% | 99.53% |
19/11/2024 | 1.85% | 1.08 CHF | 1.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,784 CHF | 27,284 CHF | 99.49% | 99.49% |
18/11/2024 | 1.89% | 1.03 CHF | 1.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,249 CHF | 26,749 CHF | 99.51% | 99.51% |
15/11/2024 | 1.97% | 0.99 CHF | 1.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,106 CHF | 25,606 CHF | 98.94% | 98.94% |
14/11/2024 | 1.83% | 1.05 CHF | 1.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,036 CHF | 27,536 CHF | 99.57% | 99.57% |
13/11/2024 | 1.95% | 1.15 CHF | 1.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,485 CHF | 25,985 CHF | 97.03% | 97.03% |