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 | 3.13% | 0.31 CHF | 0.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,884 CHF | 8,134 CHF | 99.96% | 99.96% |
19/11/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,893 CHF | 8,143 CHF | 99.81% | 99.81% |
18/11/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,075 CHF | 8,325 CHF | 99.88% | 99.88% |
15/11/2024 | 2.97% | 0.35 CHF | 0.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,281 CHF | 8,531 CHF | 100.00% | 100.00% |
14/11/2024 | 3.13% | 0.32 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,872 CHF | 8,122 CHF | 99.66% | 99.66% |
13/11/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,064 CHF | 7,314 CHF | 99.93% | 99.93% |
12/11/2024 | 3.34% | 0.28 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,364 CHF | 7,614 CHF | 99.78% | 99.78% |
11/11/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,447 CHF | 8,697 CHF | 99.80% | 99.80% |
08/11/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,280 CHF | 8,530 CHF | 99.81% | 99.81% |
07/11/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,660 CHF | 7,910 CHF | 99.89% | 99.89% |