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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.27% | 3.40 CHF | 3.41 CHF | 25,000 | 25,000 | 21,086 | 15,214 | 78,549 CHF | 56,619 CHF | 99.66% | 99.66% |
20/11/2024 | 0.27% | 3.82 CHF | 3.83 CHF | 25,000 | 25,000 | 21,087 | 15,217 | 76,984 CHF | 55,913 CHF | 99.68% | 99.68% |
19/11/2024 | 1.19% | 3.61 CHF | 3.62 CHF | 25,000 | 25,000 | 12,678 | 10,252 | 47,674 CHF | 38,589 CHF | 95.93% | 95.93% |
18/11/2024 | 0.27% | 3.62 CHF | 3.63 CHF | 25,000 | 25,000 | 21,090 | 15,225 | 77,221 CHF | 55,819 CHF | 99.39% | 99.39% |
15/11/2024 | 1.99% | 4.30 CHF | 4.39 CHF | 2,500 | 2,500 | 1,523 | 1,523 | 6,794 CHF | 6,931 CHF | 99.20% | 99.20% |
14/11/2024 | 2.19% | 4.29 CHF | 4.38 CHF | 2,500 | 2,500 | 1,522 | 1,522 | 6,231 CHF | 6,368 CHF | 99.52% | 99.52% |
13/11/2024 | 1.90% | 4.05 CHF | 4.06 CHF | 25,000 | 25,000 | 6,294 | 6,294 | 24,769 CHF | 24,911 CHF | 97.28% | 97.28% |
12/11/2024 | 2.10% | 3.71 CHF | 3.80 CHF | 2,500 | 2,500 | 5,706 | 4,034 | 19,103 CHF | 13,794 CHF | 97.84% | 97.84% |
11/11/2024 | 0.27% | 3.36 CHF | 3.37 CHF | 25,000 | 25,000 | 21,074 | 15,186 | 77,108 CHF | 55,541 CHF | 98.59% | 98.59% |
08/11/2024 | 0.21% | 4.35 CHF | 4.36 CHF | 25,000 | 25,000 | 21,087 | 15,217 | 99,403 CHF | 71,380 CHF | 99.46% | 99.46% |