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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.33% | 3.10 CHF | 3.11 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 6,131 CHF | 6,151 CHF | 100.00% | 100.00% |
22/11/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 6,011 CHF | 6,031 CHF | 99.95% | 99.95% |
20/11/2024 | 0.33% | 2.96 CHF | 2.97 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 6,063 CHF | 6,082 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 3.01 CHF | 3.02 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 5,860 CHF | 5,880 CHF | 98.97% | 98.97% |
18/11/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 5,877 CHF | 5,897 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 3.00 CHF | 3.01 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 6,173 CHF | 6,193 CHF | 71.93% | 71.93% |
14/11/2024 | 0.32% | 3.25 CHF | 3.26 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 6,210 CHF | 6,230 CHF | 100.00% | 100.00% |
13/11/2024 | 0.35% | 2.94 CHF | 2.95 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 5,785 CHF | 5,805 CHF | 99.36% | 99.36% |
12/11/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 6,129 CHF | 6,149 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 2,000 | 2,000 | 1,968 | 1,968 | 6,653 CHF | 6,673 CHF | 100.00% | 100.00% |