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 | 0.30% | 3.40 CHF | 3.41 CHF | 30,000 | 30,000 | 29,496 | 29,496 | 101,568 CHF | 101,864 CHF | 97.40% | 97.40% |
19/11/2024 | 0.31% | 3.34 CHF | 3.35 CHF | 30,000 | 30,000 | 29,091 | 29,091 | 98,407 CHF | 98,699 CHF | 96.44% | 96.44% |
18/11/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 30,000 | 30,000 | 29,939 | 29,939 | 95,749 CHF | 96,048 CHF | 99.40% | 99.40% |
15/11/2024 | 0.34% | 3.01 CHF | 3.02 CHF | 30,000 | 30,000 | 29,487 | 29,487 | 87,848 CHF | 88,143 CHF | 98.18% | 98.18% |
14/11/2024 | 0.36% | 2.95 CHF | 2.96 CHF | 30,000 | 30,000 | 29,376 | 29,376 | 82,823 CHF | 83,117 CHF | 94.94% | 94.94% |
13/11/2024 | 0.35% | 2.92 CHF | 2.93 CHF | 30,000 | 30,000 | 29,441 | 29,441 | 85,552 CHF | 85,847 CHF | 98.74% | 98.74% |
12/11/2024 | 0.34% | 2.85 CHF | 2.86 CHF | 30,000 | 30,000 | 29,517 | 29,517 | 87,297 CHF | 87,593 CHF | 95.70% | 95.70% |
11/11/2024 | 0.33% | 3.09 CHF | 3.10 CHF | 30,000 | 30,000 | 29,234 | 29,234 | 91,989 CHF | 92,282 CHF | 95.21% | 95.21% |
08/11/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 30,000 | 30,000 | 29,547 | 29,547 | 79,504 CHF | 79,802 CHF | 95.72% | 95.72% |
07/11/2024 | 0.37% | 2.81 CHF | 2.82 CHF | 30,000 | 30,000 | 28,755 | 28,755 | 80,768 CHF | 81,057 CHF | 95.52% | 96.20% |