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 | 2.34% | 0.42 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,546 CHF | 10,796 CHF | 99.96% | 99.96% |
19/11/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,435 CHF | 10,685 CHF | 99.81% | 99.81% |
18/11/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,587 CHF | 10,837 CHF | 99.88% | 99.88% |
15/11/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,447 CHF | 10,697 CHF | 100.00% | 100.00% |
14/11/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,598 CHF | 10,848 CHF | 99.65% | 99.65% |
13/11/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,440 CHF | 11,690 CHF | 99.93% | 99.93% |
12/11/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,281 CHF | 11,531 CHF | 99.79% | 99.79% |
11/11/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,487 CHF | 10,737 CHF | 99.81% | 99.81% |
08/11/2024 | 2.34% | 0.41 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,553 CHF | 10,803 CHF | 99.81% | 99.81% |
07/11/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,086 CHF | 11,336 CHF | 99.89% | 99.89% |