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 | 2.17% | 0.94 CHF | 0.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,816 CHF | 23,316 CHF | 99.53% | 99.53% |
19/11/2024 | 2.24% | 0.89 CHF | 0.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,120 CHF | 22,620 CHF | 99.49% | 99.49% |
18/11/2024 | 2.29% | 0.85 CHF | 0.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,570 CHF | 22,070 CHF | 99.51% | 99.51% |
15/11/2024 | 2.42% | 0.80 CHF | 0.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,416 CHF | 20,916 CHF | 98.94% | 98.94% |
14/11/2024 | 2.21% | 0.86 CHF | 0.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,354 CHF | 22,854 CHF | 99.56% | 99.56% |
13/11/2024 | 2.39% | 0.97 CHF | 0.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,801 CHF | 21,301 CHF | 97.03% | 97.03% |
12/11/2024 | 2.86% | 0.73 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,268 CHF | 17,768 CHF | 99.55% | 99.55% |
11/11/2024 | 2.90% | 0.67 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,013 CHF | 17,513 CHF | 99.50% | 99.50% |
08/11/2024 | 2.88% | 0.70 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,122 CHF | 17,622 CHF | 99.50% | 99.50% |
07/11/2024 | 3.32% | 0.59 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,800 CHF | 15,300 CHF | 98.82% | 98.82% |