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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 2.87% | 0.37 CHF | 0.38 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 20,604 CHF | 21,204 CHF | 99.55% | 99.55% |
22/11/2024 | 3.12% | 0.33 CHF | 0.34 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 25,305 CHF | 26,105 CHF | 98.31% | 98.36% |
20/11/2024 | 3.71% | 0.25 CHF | 0.26 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 21,165 CHF | 21,965 CHF | 99.56% | 99.56% |
19/11/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 21,808 CHF | 22,608 CHF | 99.52% | 99.56% |
18/11/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 20,800 CHF | 21,600 CHF | 99.49% | 99.49% |
15/11/2024 | 3.44% | 0.26 CHF | 0.27 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 20,073 CHF | 20,773 CHF | 98.86% | 98.86% |
14/11/2024 | 3.44% | 0.30 CHF | 0.31 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 20,019 CHF | 20,719 CHF | 99.51% | 99.51% |
13/11/2024 | 3.17% | 0.30 CHF | 0.31 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 21,769 CHF | 22,469 CHF | 99.49% | 99.49% |
12/11/2024 | 2.97% | 0.31 CHF | 0.32 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 19,935 CHF | 20,535 CHF | 99.56% | 99.56% |
11/11/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 22,091 CHF | 22,691 CHF | 99.50% | 99.50% |