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 | 2.41% | 0.43 CHF | 0.44 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 28,664 CHF | 29,364 CHF | 99.56% | 99.56% |
19/11/2024 | 2.28% | 0.41 CHF | 0.42 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 30,430 CHF | 31,130 CHF | 99.50% | 99.50% |
18/11/2024 | 2.54% | 0.40 CHF | 0.41 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 31,159 CHF | 31,959 CHF | 99.49% | 99.49% |
15/11/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 26,648 CHF | 27,348 CHF | 99.52% | 99.52% |
14/11/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 26,019 CHF | 26,619 CHF | 99.56% | 99.56% |
13/11/2024 | 2.32% | 0.45 CHF | 0.46 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 29,894 CHF | 30,594 CHF | 99.53% | 99.54% |
12/11/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 32,109 CHF | 32,909 CHF | 99.53% | 99.53% |
11/11/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 27,931 CHF | 28,631 CHF | 99.52% | 99.52% |
08/11/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 28,112 CHF | 28,812 CHF | 99.50% | 99.50% |
07/11/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 29,301 CHF | 30,001 CHF | 99.51% | 99.51% |