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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 17,854 CHF | 18,454 CHF | 99.37% | 99.37% |
20/11/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 21,525 CHF | 22,125 CHF | 99.38% | 99.38% |
19/11/2024 | 2.75% | 0.33 CHF | 0.34 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 5,398 CHF | 5,548 CHF | 99.27% | 99.27% |
18/11/2024 | 2.42% | 0.37 CHF | 0.38 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 6,140 CHF | 6,290 CHF | 99.30% | 99.30% |
15/11/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 6,910 CHF | 7,060 CHF | 99.39% | 99.39% |
14/11/2024 | 1.62% | 0.53 CHF | 0.54 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,350 CHF | 9,500 CHF | 99.35% | 99.35% |
13/11/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 10,530 CHF | 10,680 CHF | 99.38% | 99.38% |
12/11/2024 | 1.30% | 0.71 CHF | 0.72 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 11,510 CHF | 11,660 CHF | 99.08% | 99.08% |