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 | 0.58% | 3.53 CHF | 3.55 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 68,557 CHF | 68,954 CHF | 100.00% | 100.00% |
19/11/2024 | 0.58% | 3.52 CHF | 3.54 CHF | 20,000 | 20,000 | 19,809 | 19,809 | 68,835 CHF | 69,232 CHF | 98.94% | 98.94% |
18/11/2024 | 0.58% | 3.40 CHF | 3.42 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 68,819 CHF | 69,216 CHF | 100.00% | 100.00% |
15/11/2024 | 0.59% | 3.46 CHF | 3.48 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 68,146 CHF | 68,546 CHF | 71.65% | 71.65% |
14/11/2024 | 0.60% | 3.36 CHF | 3.38 CHF | 20,000 | 20,000 | 19,452 | 19,452 | 65,664 CHF | 66,054 CHF | 100.00% | 100.00% |
13/11/2024 | 0.56% | 3.60 CHF | 3.62 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 70,744 CHF | 71,140 CHF | 99.36% | 99.36% |
12/11/2024 | 0.57% | 3.59 CHF | 3.61 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 69,658 CHF | 70,054 CHF | 100.00% | 100.00% |
11/11/2024 | 0.59% | 3.42 CHF | 3.44 CHF | 20,000 | 20,000 | 19,805 | 19,805 | 67,259 CHF | 67,655 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 3.42 CHF | 3.44 CHF | 20,000 | 20,000 | 19,575 | 19,575 | 65,876 CHF | 66,268 CHF | 100.00% | 100.00% |
07/11/2024 | 0.62% | 3.29 CHF | 3.31 CHF | 19,000 | 19,000 | 18,936 | 18,936 | 61,437 CHF | 61,817 CHF | 100.00% | 100.00% |