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 | 2.24% | 0.42 CHF | 0.43 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 8,844 CHF | 9,044 CHF | 99.97% | 99.97% |
19/11/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 8,405 CHF | 8,605 CHF | 99.80% | 99.80% |
18/11/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 8,780 CHF | 8,980 CHF | 99.95% | 99.95% |
15/11/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 9,123 CHF | 9,323 CHF | 100.00% | 100.00% |
14/11/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 9,289 CHF | 9,489 CHF | 99.65% | 99.65% |
13/11/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 9,027 CHF | 9,227 CHF | 99.95% | 99.95% |
12/11/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 9,673 CHF | 9,873 CHF | 99.81% | 99.81% |
11/11/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 10,112 CHF | 10,312 CHF | 99.81% | 99.81% |
08/11/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 9,283 CHF | 9,483 CHF | 99.83% | 99.83% |
07/11/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 9,437 CHF | 9,637 CHF | 99.89% | 99.89% |