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 | 3.81% | 0.25 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,461 CHF | 6,711 CHF | 99.96% | 99.96% |
19/11/2024 | 3.82% | 0.27 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,431 CHF | 6,681 CHF | 99.85% | 99.85% |
18/11/2024 | 3.61% | 0.26 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,819 CHF | 7,069 CHF | 99.89% | 99.89% |
15/11/2024 | 3.44% | 0.30 CHF | 0.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,148 CHF | 7,398 CHF | 100.00% | 100.00% |
14/11/2024 | 3.71% | 0.27 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,622 CHF | 6,872 CHF | 99.66% | 99.66% |
13/11/2024 | 4.21% | 0.24 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,819 CHF | 6,069 CHF | 99.93% | 99.93% |
12/11/2024 | 4.12% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,949 CHF | 6,199 CHF | 99.77% | 99.77% |
11/11/2024 | 3.47% | 0.27 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,087 CHF | 7,337 CHF | 99.80% | 99.80% |
08/11/2024 | 3.54% | 0.29 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,939 CHF | 7,189 CHF | 99.81% | 99.81% |
07/11/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,455 CHF | 6,705 CHF | 99.91% | 99.91% |