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 | 0.24% | 4.20 CHF | 4.21 CHF | 30,000 | 30,000 | 29,945 | 29,945 | 126,908 CHF | 127,207 CHF | 96.53% | 96.53% |
19/11/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 30,000 | 30,000 | 29,986 | 29,986 | 125,200 CHF | 125,500 CHF | 92.74% | 92.74% |
18/11/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 119,770 CHF | 120,070 CHF | 99.40% | 99.40% |
15/11/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 30,000 | 30,000 | 29,985 | 29,985 | 113,138 CHF | 113,438 CHF | 97.11% | 97.11% |
14/11/2024 | 0.28% | 3.74 CHF | 3.75 CHF | 30,000 | 30,000 | 29,940 | 29,940 | 108,186 CHF | 108,485 CHF | 93.51% | 93.51% |
13/11/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 30,000 | 30,000 | 29,994 | 29,994 | 110,964 CHF | 111,264 CHF | 97.30% | 97.30% |
12/11/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 30,000 | 30,000 | 29,840 | 29,840 | 111,960 CHF | 112,259 CHF | 94.95% | 94.95% |
11/11/2024 | 0.25% | 3.89 CHF | 3.90 CHF | 30,000 | 30,000 | 29,977 | 29,977 | 118,143 CHF | 118,443 CHF | 93.99% | 93.99% |
08/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 30,000 | 30,000 | 29,952 | 29,952 | 104,347 CHF | 104,646 CHF | 94.54% | 94.54% |
07/11/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 30,000 | 30,000 | 29,961 | 29,961 | 107,839 CHF | 108,139 CHF | 94.61% | 94.61% |