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% | 2.97 CHF | 2.98 CHF | 20,000 | 20,000 | 20,000 | 9,041 | 61,260 CHF | 27,527 CHF | 99.63% | 99.63% |
19/11/2024 | 0.33% | 2.97 CHF | 2.98 CHF | 20,000 | 20,000 | 20,000 | 9,500 | 59,830 CHF | 28,422 CHF | 86.46% | 86.46% |
18/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 20,000 | 20,000 | 20,000 | 9,042 | 60,810 CHF | 27,599 CHF | 99.58% | 99.58% |
15/11/2024 | 0.32% | 3.05 CHF | 3.06 CHF | 20,000 | 20,000 | 20,000 | 9,038 | 63,275 CHF | 28,445 CHF | 99.62% | 99.62% |
14/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 20,000 | 20,000 | 20,000 | 9,041 | 64,262 CHF | 29,171 CHF | 99.61% | 99.61% |
13/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 20,000 | 20,000 | 20,000 | 9,106 | 62,528 CHF | 28,478 CHF | 97.53% | 97.53% |
12/11/2024 | 0.33% | 3.10 CHF | 3.11 CHF | 20,000 | 20,000 | 20,000 | 9,120 | 61,243 CHF | 28,093 CHF | 97.00% | 97.00% |
11/11/2024 | 0.32% | 3.05 CHF | 3.06 CHF | 20,000 | 20,000 | 20,000 | 9,039 | 62,626 CHF | 28,344 CHF | 99.60% | 99.60% |
08/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 20,000 | 20,000 | 20,000 | 9,038 | 63,058 CHF | 28,592 CHF | 99.61% | 99.61% |
07/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 20,000 | 20,000 | 20,000 | 9,040 | 62,062 CHF | 28,181 CHF | 99.63% | 99.63% |