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 | 4.29% | 0.43 CHF | 0.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,422 CHF | 11,922 CHF | 99.53% | 99.53% |
19/11/2024 | 4.05% | 0.48 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,102 CHF | 12,602 CHF | 99.49% | 99.49% |
18/11/2024 | 3.84% | 0.53 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,774 CHF | 13,274 CHF | 99.51% | 99.51% |
15/11/2024 | 3.50% | 0.57 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,041 CHF | 14,541 CHF | 98.94% | 98.94% |
14/11/2024 | 4.07% | 0.52 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,069 CHF | 12,569 CHF | 99.57% | 99.57% |
13/11/2024 | 3.66% | 0.41 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,651 CHF | 14,151 CHF | 97.03% | 97.03% |
12/11/2024 | 2.87% | 0.64 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,171 CHF | 17,671 CHF | 99.56% | 99.56% |
11/11/2024 | 2.82% | 0.71 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,487 CHF | 17,987 CHF | 99.50% | 99.50% |