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 | 2.64% | 0.37 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,347 CHF | 9,597 CHF | 99.39% | 99.39% |
19/11/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,851 CHF | 10,102 CHF | 99.31% | 99.31% |
18/11/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,458 CHF | 12,708 CHF | 99.28% | 99.28% |
15/11/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,418 CHF | 12,668 CHF | 99.39% | 99.39% |
14/11/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,544 CHF | 12,794 CHF | 99.37% | 99.37% |
13/11/2024 | 1.92% | 0.46 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,910 CHF | 13,160 CHF | 99.39% | 99.39% |
12/11/2024 | 1.63% | 0.56 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,214 CHF | 15,464 CHF | 99.09% | 99.09% |
11/11/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,002 CHF | 16,252 CHF | 99.30% | 99.30% |
08/11/2024 | 1.58% | 0.60 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,748 CHF | 15,998 CHF | 99.39% | 99.39% |
07/11/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,869 CHF | 17,119 CHF | 99.30% | 99.30% |