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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,895 CHF | 14,145 CHF | 100.00% | 100.00% |
22/11/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,350 CHF | 13,600 CHF | 100.00% | 100.00% |
20/11/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,684 CHF | 13,934 CHF | 99.97% | 99.97% |
19/11/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,068 CHF | 13,318 CHF | 99.85% | 99.85% |
18/11/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,155 CHF | 14,405 CHF | 99.95% | 99.95% |
15/11/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,217 CHF | 14,467 CHF | 100.00% | 100.00% |
14/11/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,605 CHF | 13,855 CHF | 99.65% | 99.65% |
13/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,134 CHF | 13,384 CHF | 99.95% | 99.95% |
12/11/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,043 CHF | 13,293 CHF | 99.83% | 99.83% |
11/11/2024 | 1.62% | 0.59 CHF | 0.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,303 CHF | 15,553 CHF | 99.82% | 99.82% |