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 | 1.57% | 1.28 CHF | 1.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,551 CHF | 32,051 CHF | 99.53% | 99.53% |
19/11/2024 | 1.61% | 1.24 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,848 CHF | 31,348 CHF | 99.48% | 99.48% |
18/11/2024 | 1.64% | 1.20 CHF | 1.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,326 CHF | 30,826 CHF | 99.51% | 99.51% |
15/11/2024 | 1.70% | 1.15 CHF | 1.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,192 CHF | 29,692 CHF | 98.94% | 98.94% |
14/11/2024 | 1.59% | 1.21 CHF | 1.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,117 CHF | 31,617 CHF | 99.57% | 99.57% |
13/11/2024 | 1.68% | 1.32 CHF | 1.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,568 CHF | 30,068 CHF | 97.03% | 97.03% |
12/11/2024 | 1.90% | 1.08 CHF | 1.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,028 CHF | 26,528 CHF | 99.55% | 99.55% |
11/11/2024 | 1.92% | 1.02 CHF | 1.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,787 CHF | 26,287 CHF | 99.50% | 99.50% |
08/11/2024 | 1.91% | 1.05 CHF | 1.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,912 CHF | 26,412 CHF | 99.50% | 99.50% |
07/11/2024 | 2.09% | 0.94 CHF | 0.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,627 CHF | 24,127 CHF | 99.07% | 99.07% |