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 | 1.35% | 0.74 CHF | 0.75 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 11,005 CHF | 11,155 CHF | 99.64% | 99.64% |
19/11/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 10,975 CHF | 11,125 CHF | 99.92% | 99.92% |
18/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 10,708 CHF | 10,858 CHF | 99.89% | 99.89% |
15/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 10,280 CHF | 10,430 CHF | 100.00% | 100.00% |
14/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 10,060 CHF | 10,210 CHF | 99.57% | 99.57% |
13/11/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 10,114 CHF | 10,264 CHF | 99.75% | 99.75% |
12/11/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,762 CHF | 9,912 CHF | 99.83% | 99.83% |
11/11/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,081 CHF | 9,231 CHF | 99.80% | 99.80% |
08/11/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,616 CHF | 9,766 CHF | 99.88% | 99.88% |
07/11/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,432 CHF | 9,582 CHF | 99.57% | 99.57% |