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 | 0.35% | 2.79 CHF | 2.80 CHF | 20,000 | 20,000 | 20,000 | 9,038 | 57,510 CHF | 25,824 CHF | 99.61% | 99.61% |
19/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 20,000 | 20,000 | 20,000 | 9,503 | 56,092 CHF | 26,656 CHF | 86.50% | 86.50% |
18/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 20,000 | 20,000 | 20,000 | 9,042 | 57,055 CHF | 25,902 CHF | 99.58% | 99.58% |
15/11/2024 | 0.34% | 2.86 CHF | 2.87 CHF | 20,000 | 20,000 | 20,000 | 9,041 | 59,517 CHF | 26,753 CHF | 99.65% | 99.65% |
14/11/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 20,000 | 20,000 | 20,000 | 9,042 | 60,501 CHF | 27,475 CHF | 99.63% | 99.63% |
13/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 20,000 | 20,000 | 20,000 | 9,106 | 58,794 CHF | 26,777 CHF | 97.54% | 97.54% |
12/11/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 20,000 | 20,000 | 20,000 | 9,123 | 57,514 CHF | 26,399 CHF | 97.03% | 97.03% |
11/11/2024 | 0.34% | 2.87 CHF | 2.88 CHF | 20,000 | 20,000 | 20,000 | 9,041 | 58,908 CHF | 26,668 CHF | 99.62% | 99.62% |
08/11/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 20,000 | 20,000 | 20,000 | 9,040 | 59,372 CHF | 26,931 CHF | 99.64% | 99.64% |
07/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 20,000 | 20,000 | 20,000 | 9,038 | 58,366 CHF | 26,507 CHF | 99.62% | 99.62% |