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 | 2.62% | 0.78 CHF | 0.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,806 CHF | 19,306 CHF | 99.53% | 99.53% |
19/11/2024 | 2.72% | 0.73 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,114 CHF | 18,614 CHF | 99.49% | 99.49% |
18/11/2024 | 2.81% | 0.69 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,550 CHF | 18,050 CHF | 99.51% | 99.51% |
15/11/2024 | 3.01% | 0.64 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,389 CHF | 16,889 CHF | 98.94% | 98.94% |
14/11/2024 | 2.69% | 0.70 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,332 CHF | 18,832 CHF | 99.57% | 99.57% |
13/11/2024 | 2.96% | 0.81 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,777 CHF | 17,277 CHF | 97.03% | 97.03% |
12/11/2024 | 3.71% | 0.57 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,247 CHF | 13,747 CHF | 99.55% | 99.55% |
11/11/2024 | 3.78% | 0.51 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,987 CHF | 13,487 CHF | 99.50% | 99.50% |
08/11/2024 | 3.75% | 0.53 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,088 CHF | 13,588 CHF | 99.50% | 99.50% |
07/11/2024 | 4.55% | 0.43 CHF | 0.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,750 CHF | 11,250 CHF | 98.82% | 98.82% |