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 | 0.33% | 3.01 CHF | 3.02 CHF | 30,000 | 30,000 | 29,533 | 29,533 | 90,010 CHF | 90,306 CHF | 98.60% | 98.60% |
19/11/2024 | 0.35% | 2.94 CHF | 2.95 CHF | 30,000 | 30,000 | 29,029 | 29,029 | 86,688 CHF | 86,979 CHF | 97.40% | 97.40% |
18/11/2024 | 0.36% | 2.89 CHF | 2.90 CHF | 30,000 | 30,000 | 29,958 | 29,958 | 83,972 CHF | 84,271 CHF | 99.60% | 99.60% |
15/11/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 30,000 | 30,000 | 29,582 | 29,582 | 76,433 CHF | 76,729 CHF | 98.69% | 98.69% |
14/11/2024 | 0.42% | 2.55 CHF | 2.56 CHF | 30,000 | 30,000 | 29,384 | 29,384 | 71,210 CHF | 71,505 CHF | 95.56% | 95.56% |
13/11/2024 | 0.41% | 2.52 CHF | 2.53 CHF | 30,000 | 30,000 | 29,374 | 29,374 | 73,715 CHF | 74,009 CHF | 99.26% | 99.26% |
12/11/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 30,000 | 30,000 | 29,497 | 29,497 | 75,568 CHF | 75,864 CHF | 97.44% | 97.44% |
11/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 30,000 | 30,000 | 29,415 | 29,415 | 80,923 CHF | 81,218 CHF | 96.82% | 96.82% |
08/11/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 30,000 | 30,000 | 29,525 | 29,525 | 67,804 CHF | 68,101 CHF | 96.71% | 96.71% |
07/11/2024 | 0.43% | 2.41 CHF | 2.42 CHF | 30,000 | 30,000 | 28,860 | 28,860 | 69,651 CHF | 69,941 CHF | 96.39% | 97.32% |