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 | 3.03% | 0.35 CHF | 0.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,141 CHF | 8,391 CHF | 99.97% | 99.97% |
19/11/2024 | 2.68% | 0.34 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,232 CHF | 9,482 CHF | 99.83% | 99.83% |
18/11/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,030 CHF | 10,280 CHF | 99.95% | 99.95% |
15/11/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,022 CHF | 10,272 CHF | 100.00% | 100.00% |
14/11/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,737 CHF | 9,987 CHF | 99.65% | 99.65% |
13/11/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,725 CHF | 9,975 CHF | 99.95% | 99.95% |
12/11/2024 | 2.74% | 0.39 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,997 CHF | 9,247 CHF | 99.82% | 99.82% |
11/11/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,250 CHF | 8,500 CHF | 99.80% | 99.80% |
08/11/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,769 CHF | 9,019 CHF | 99.83% | 99.83% |
07/11/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,677 CHF | 8,927 CHF | 96.73% | 96.73% |