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 | 0.26% | 3.75 CHF | 3.76 CHF | 9,000 | 9,000 | 8,518 | 8,518 | 32,496 CHF | 32,581 CHF | 100.00% | 100.00% |
19/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 9,000 | 9,000 | 8,760 | 8,760 | 32,964 CHF | 33,051 CHF | 98.86% | 98.86% |
18/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 8,500 | 8,500 | 8,539 | 8,539 | 32,672 CHF | 32,757 CHF | 100.00% | 100.00% |
15/11/2024 | 0.25% | 3.88 CHF | 3.89 CHF | 8,500 | 8,500 | 8,500 | 8,500 | 33,347 CHF | 33,432 CHF | 72.11% | 72.11% |
14/11/2024 | 0.26% | 3.94 CHF | 3.95 CHF | 8,500 | 8,500 | 8,515 | 8,515 | 33,001 CHF | 33,086 CHF | 100.00% | 100.00% |
13/11/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 9,000 | 9,000 | 8,849 | 8,849 | 33,373 CHF | 33,462 CHF | 99.28% | 99.28% |
12/11/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 33,234 CHF | 33,319 CHF | 100.00% | 100.00% |
11/11/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 33,215 CHF | 33,299 CHF | 100.00% | 100.00% |
08/11/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 9,000 | 9,000 | 8,899 | 8,899 | 34,008 CHF | 34,097 CHF | 100.00% | 100.00% |
07/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 9,000 | 9,000 | 8,847 | 8,847 | 34,263 CHF | 34,352 CHF | 100.00% | 100.00% |