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 | 2.47% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,026 CHF | 20,526 CHF | 99.38% | 99.38% |
19/11/2024 | 2.69% | 0.42 CHF | 0.43 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 12,870 CHF | 13,220 CHF | 99.26% | 99.26% |
18/11/2024 | 2.42% | 0.37 CHF | 0.38 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 14,396 CHF | 14,746 CHF | 99.30% | 99.30% |
15/11/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 18,656 CHF | 19,006 CHF | 99.39% | 99.39% |
14/11/2024 | 2.00% | 0.53 CHF | 0.54 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 17,425 CHF | 17,775 CHF | 99.35% | 99.35% |
13/11/2024 | 2.01% | 0.45 CHF | 0.46 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 17,312 CHF | 17,662 CHF | 99.36% | 99.36% |
12/11/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 19,113 CHF | 19,463 CHF | 99.07% | 99.07% |
11/11/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 23,149 CHF | 23,499 CHF | 99.27% | 99.27% |
08/11/2024 | 1.63% | 0.65 CHF | 0.66 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 21,364 CHF | 21,714 CHF | 99.39% | 99.39% |
07/11/2024 | 2.12% | 0.50 CHF | 0.51 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 16,453 CHF | 16,803 CHF | 99.28% | 99.28% |