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 | 2.86% | 0.34 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,614 CHF | 8,864 CHF | 99.96% | 99.96% |
19/11/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,387 CHF | 8,637 CHF | 99.86% | 99.86% |
18/11/2024 | 2.86% | 0.33 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,626 CHF | 8,876 CHF | 99.89% | 99.89% |
15/11/2024 | 2.90% | 0.32 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,493 CHF | 8,743 CHF | 100.00% | 100.00% |
14/11/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,738 CHF | 8,988 CHF | 99.65% | 99.65% |
13/11/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,498 CHF | 9,748 CHF | 99.93% | 99.93% |
12/11/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,275 CHF | 9,525 CHF | 99.81% | 99.81% |
11/11/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,480 CHF | 8,730 CHF | 99.82% | 99.82% |
08/11/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,591 CHF | 8,841 CHF | 99.83% | 99.83% |
07/11/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,230 CHF | 9,480 CHF | 99.88% | 99.88% |