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 | 2.78% | 0.35 CHF | 0.36 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 7,089 CHF | 7,289 CHF | 99.97% | 99.97% |
19/11/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,848 CHF | 7,048 CHF | 99.85% | 99.85% |
18/11/2024 | 2.81% | 0.36 CHF | 0.37 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 7,027 CHF | 7,227 CHF | 99.95% | 99.95% |
15/11/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 7,012 CHF | 7,212 CHF | 100.00% | 100.00% |
14/11/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,787 CHF | 6,987 CHF | 99.66% | 99.66% |
13/11/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,673 CHF | 6,873 CHF | 99.97% | 99.97% |
12/11/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,874 CHF | 7,074 CHF | 99.82% | 99.82% |
11/11/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 7,246 CHF | 7,446 CHF | 99.82% | 99.82% |
08/11/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 7,001 CHF | 7,201 CHF | 99.85% | 99.85% |
07/11/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,814 CHF | 7,014 CHF | 99.90% | 99.90% |