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 | 0.29% | 3.47 CHF | 3.48 CHF | 9,000 | 9,000 | 8,518 | 8,518 | 30,111 CHF | 30,196 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 9,000 | 9,000 | 8,760 | 8,760 | 30,511 CHF | 30,598 CHF | 98.87% | 98.87% |
18/11/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 8,500 | 8,500 | 8,539 | 8,539 | 30,281 CHF | 30,366 CHF | 100.00% | 100.00% |
15/11/2024 | 0.27% | 3.60 CHF | 3.61 CHF | 8,500 | 8,500 | 8,500 | 8,500 | 30,953 CHF | 31,038 CHF | 71.66% | 71.66% |
14/11/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 8,500 | 8,500 | 8,515 | 8,515 | 30,616 CHF | 30,702 CHF | 100.00% | 100.00% |
13/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 9,000 | 9,000 | 8,849 | 8,849 | 30,895 CHF | 30,984 CHF | 99.28% | 99.28% |
12/11/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 30,877 CHF | 30,962 CHF | 100.00% | 100.00% |
11/11/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 30,857 CHF | 30,942 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 9,000 | 9,000 | 8,899 | 8,899 | 31,516 CHF | 31,605 CHF | 100.00% | 100.00% |
07/11/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 9,000 | 9,000 | 8,847 | 8,847 | 31,785 CHF | 31,874 CHF | 100.00% | 100.00% |