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 | 0.26% | 3.80 CHF | 3.81 CHF | 30,000 | 30,000 | 29,953 | 29,953 | 115,084 CHF | 115,384 CHF | 95.77% | 95.77% |
19/11/2024 | 0.26% | 3.73 CHF | 3.74 CHF | 30,000 | 30,000 | 29,974 | 29,974 | 113,277 CHF | 113,577 CHF | 94.02% | 94.02% |
18/11/2024 | 0.28% | 3.69 CHF | 3.70 CHF | 30,000 | 30,000 | 29,978 | 29,978 | 107,754 CHF | 108,053 CHF | 99.33% | 99.33% |
15/11/2024 | 0.30% | 3.41 CHF | 3.42 CHF | 30,000 | 30,000 | 29,989 | 29,989 | 101,218 CHF | 101,517 CHF | 96.76% | 96.76% |
14/11/2024 | 0.31% | 3.34 CHF | 3.35 CHF | 30,000 | 30,000 | 29,887 | 29,887 | 96,087 CHF | 96,386 CHF | 93.97% | 93.97% |
13/11/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 30,000 | 30,000 | 29,996 | 29,996 | 99,091 CHF | 99,391 CHF | 98.05% | 98.05% |
12/11/2024 | 0.30% | 3.24 CHF | 3.25 CHF | 30,000 | 30,000 | 29,833 | 29,833 | 100,086 CHF | 100,385 CHF | 97.34% | 97.34% |
11/11/2024 | 0.28% | 3.49 CHF | 3.50 CHF | 30,000 | 30,000 | 29,947 | 29,947 | 106,128 CHF | 106,427 CHF | 96.65% | 96.65% |
08/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 30,000 | 30,000 | 29,907 | 29,907 | 92,329 CHF | 92,629 CHF | 95.66% | 95.66% |
07/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 30,000 | 30,000 | 29,944 | 29,944 | 95,935 CHF | 96,234 CHF | 93.39% | 94.31% |