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 | 4.18% | 0.23 CHF | 0.24 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 9,367 CHF | 9,767 CHF | 99.56% | 99.56% |
19/11/2024 | 3.25% | 0.23 CHF | 0.24 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,140 CHF | 6,340 CHF | 99.50% | 99.50% |
18/11/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 7,498 CHF | 7,648 CHF | 99.48% | 99.48% |
15/11/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 8,002 CHF | 8,152 CHF | 99.53% | 99.53% |
14/11/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 8,672 CHF | 8,822 CHF | 99.57% | 99.57% |
13/11/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 8,383 CHF | 8,533 CHF | 99.49% | 99.49% |
12/11/2024 | 1.84% | 0.56 CHF | 0.57 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 8,093 CHF | 8,243 CHF | 99.57% | 99.57% |
11/11/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 10,216 CHF | 10,416 CHF | 99.51% | 99.51% |
08/11/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 9,611 CHF | 9,811 CHF | 99.55% | 99.55% |
07/11/2024 | 2.32% | 0.44 CHF | 0.45 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 6,430 CHF | 6,580 CHF | 99.50% | 99.50% |