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% | 3.30 CHF | 3.31 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 34,060 CHF | 34,160 CHF | 99.64% | 99.64% |
19/11/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 33,052 CHF | 33,152 CHF | 96.33% | 96.33% |
18/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 33,108 CHF | 33,208 CHF | 99.81% | 99.81% |
15/11/2024 | 0.29% | 3.35 CHF | 3.36 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 34,254 CHF | 34,354 CHF | 97.71% | 97.71% |
14/11/2024 | 0.29% | 3.60 CHF | 3.61 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 34,790 CHF | 34,890 CHF | 97.49% | 97.49% |
13/11/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 32,657 CHF | 32,757 CHF | 97.53% | 97.53% |
12/11/2024 | 0.29% | 3.35 CHF | 3.36 CHF | 10,000 | 10,000 | 10,000 | 9,998 | 34,370 CHF | 34,464 CHF | 99.79% | 99.79% |
11/11/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 37,246 CHF | 37,346 CHF | 99.60% | 99.60% |
08/11/2024 | 0.27% | 3.59 CHF | 3.60 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 36,494 CHF | 36,594 CHF | 99.88% | 99.88% |
07/11/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 39,003 CHF | 39,103 CHF | 99.89% | 99.89% |