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% | 2.92 CHF | 2.93 CHF | 20,000 | 20,000 | 20,000 | 9,041 | 60,257 CHF | 27,075 CHF | 99.64% | 99.64% |
19/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 20,000 | 20,000 | 20,000 | 9,501 | 58,830 CHF | 27,949 CHF | 86.48% | 86.48% |
18/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 20,000 | 20,000 | 20,000 | 9,042 | 59,806 CHF | 27,147 CHF | 99.59% | 99.59% |
15/11/2024 | 0.32% | 3.00 CHF | 3.01 CHF | 20,000 | 20,000 | 20,000 | 9,039 | 62,270 CHF | 27,992 CHF | 99.63% | 99.63% |
14/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 20,000 | 20,000 | 20,000 | 9,042 | 63,256 CHF | 28,718 CHF | 99.63% | 99.63% |
13/11/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 20,000 | 20,000 | 20,000 | 9,107 | 61,529 CHF | 28,025 CHF | 97.54% | 97.54% |
12/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 20,000 | 20,000 | 20,000 | 9,121 | 60,246 CHF | 27,640 CHF | 97.01% | 97.01% |
11/11/2024 | 0.32% | 3.00 CHF | 3.01 CHF | 20,000 | 20,000 | 20,000 | 9,040 | 61,632 CHF | 27,896 CHF | 99.61% | 99.61% |
08/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 20,000 | 20,000 | 20,000 | 9,038 | 62,073 CHF | 28,147 CHF | 99.63% | 99.63% |
07/11/2024 | 0.33% | 3.11 CHF | 3.12 CHF | 20,000 | 20,000 | 20,000 | 9,040 | 61,074 CHF | 27,736 CHF | 99.65% | 99.65% |