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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.25% | 4.23 CHF | 4.24 CHF | 50,000 | 50,000 | 30,425 | 30,425 | 121,734 CHF | 122,038 CHF | 99.64% | 99.64% |
20/11/2024 | 0.25% | 3.89 CHF | 3.90 CHF | 50,000 | 50,000 | 30,431 | 30,431 | 121,359 CHF | 121,663 CHF | 99.66% | 99.66% |
19/11/2024 | 0.96% | 4.00 CHF | 4.01 CHF | 50,000 | 50,000 | 20,500 | 20,500 | 80,137 CHF | 80,409 CHF | 95.91% | 95.91% |
18/11/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 50,000 | 50,000 | 30,447 | 30,447 | 121,985 CHF | 122,290 CHF | 99.36% | 99.36% |
15/11/2024 | 2.03% | 3.53 CHF | 3.60 CHF | 5,000 | 5,000 | 3,046 | 3,046 | 10,438 CHF | 10,651 CHF | 99.18% | 99.18% |
14/11/2024 | 1.88% | 3.53 CHF | 3.60 CHF | 5,000 | 5,000 | 3,044 | 3,044 | 11,192 CHF | 11,405 CHF | 99.50% | 99.50% |
13/11/2024 | 1.49% | 3.73 CHF | 3.74 CHF | 50,000 | 50,000 | 12,590 | 12,590 | 47,759 CHF | 48,005 CHF | 97.26% | 97.26% |
12/11/2024 | 0.86% | 3.92 CHF | 3.93 CHF | 50,000 | 50,000 | 22,998 | 22,998 | 92,433 CHF | 92,724 CHF | 97.82% | 97.82% |
11/11/2024 | 0.25% | 4.16 CHF | 4.17 CHF | 50,000 | 50,000 | 30,372 | 30,372 | 120,466 CHF | 120,769 CHF | 98.59% | 98.59% |
08/11/2024 | 0.31% | 3.46 CHF | 3.47 CHF | 50,000 | 50,000 | 30,434 | 30,434 | 98,280 CHF | 98,584 CHF | 99.44% | 99.44% |