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 | 0.65% | 1.55 CHF | 1.56 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 22,917 CHF | 23,067 CHF | 99.56% | 99.56% |
19/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 30,211 CHF | 30,411 CHF | 99.59% | 99.59% |
18/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 28,910 CHF | 29,110 CHF | 99.52% | 99.52% |
15/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 27,808 CHF | 28,008 CHF | 98.93% | 98.93% |
14/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 27,948 CHF | 28,148 CHF | 99.49% | 99.49% |
13/11/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 28,802 CHF | 29,002 CHF | 99.58% | 99.58% |
12/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 28,197 CHF | 28,397 CHF | 99.57% | 99.57% |
11/11/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 26,734 CHF | 26,934 CHF | 99.52% | 99.52% |
08/11/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 26,562 CHF | 26,762 CHF | 99.47% | 99.47% |
07/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 27,182 CHF | 27,382 CHF | 99.52% | 99.56% |