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 | 0.47% | 0.40 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,536 CHF | 10,586 CHF | 99.99% | 99.99% |
19/11/2024 | 0.46% | 0.42 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,895 CHF | 10,945 CHF | 100.00% | 100.00% |
18/11/2024 | 0.47% | 0.47 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,634 CHF | 10,684 CHF | 99.77% | 99.77% |
15/11/2024 | 0.48% | 0.43 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,411 CHF | 10,461 CHF | 99.99% | 99.99% |
14/11/2024 | 0.54% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,635 CHF | 18,735 CHF | 95.92% | 95.92% |
13/11/2024 | 0.72% | 0.29 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,814 CHF | 13,914 CHF | 97.72% | 97.72% |
12/11/2024 | 0.59% | 0.27 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,487 CHF | 8,537 CHF | 98.70% | 98.70% |
11/11/2024 | 0.49% | 0.38 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,278 CHF | 10,328 CHF | 95.92% | 95.92% |
08/11/2024 | 0.46% | 0.40 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,942 CHF | 10,992 CHF | 84.64% | 84.64% |
07/11/2024 | 0.40% | 0.50 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,382 CHF | 12,432 CHF | 99.99% | 99.99% |