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 | 0.85% | 1.32 CHF | 1.33 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 36,220 CHF | 36,530 CHF | 99.56% | 99.56% |
19/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 34,644 CHF | 34,946 CHF | 99.57% | 99.57% |
18/11/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 34,666 CHF | 34,966 CHF | 99.57% | 99.57% |
15/11/2024 | 0.93% | 1.12 CHF | 1.13 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 32,232 CHF | 32,532 CHF | 98.92% | 98.92% |
14/11/2024 | 0.90% | 1.02 CHF | 1.03 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 33,846 CHF | 34,148 CHF | 98.65% | 98.65% |
13/11/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 78,711 CHF | 79,411 CHF | 99.05% | 99.05% |
12/11/2024 | 1.02% | 1.08 CHF | 1.09 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 68,078 CHF | 68,778 CHF | 97.02% | 97.02% |
11/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 33,532 CHF | 34,132 CHF | 99.52% | 99.52% |
08/11/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 43,513 CHF | 44,213 CHF | 99.53% | 99.53% |
07/11/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 33,624 CHF | 34,224 CHF | 99.58% | 99.58% |