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 | 0.34% | 2.87 CHF | 2.88 CHF | 20,000 | 20,000 | 20,000 | 9,041 | 59,118 CHF | 26,560 CHF | 99.65% | 99.65% |
19/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 20,000 | 20,000 | 20,000 | 9,501 | 57,694 CHF | 27,410 CHF | 86.48% | 86.48% |
18/11/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 20,000 | 20,000 | 20,000 | 9,042 | 58,665 CHF | 26,629 CHF | 99.60% | 99.60% |
15/11/2024 | 0.33% | 2.94 CHF | 2.95 CHF | 20,000 | 20,000 | 20,000 | 9,039 | 61,128 CHF | 27,475 CHF | 99.64% | 99.64% |
14/11/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 20,000 | 20,000 | 20,000 | 9,042 | 62,113 CHF | 28,201 CHF | 99.64% | 99.64% |
13/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 20,000 | 20,000 | 20,000 | 9,107 | 60,395 CHF | 27,507 CHF | 97.55% | 97.55% |
12/11/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 20,000 | 20,000 | 20,000 | 9,121 | 59,113 CHF | 27,123 CHF | 97.01% | 97.01% |
11/11/2024 | 0.33% | 2.95 CHF | 2.96 CHF | 20,000 | 20,000 | 20,000 | 9,040 | 60,502 CHF | 27,385 CHF | 99.61% | 99.61% |
08/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 20,000 | 20,000 | 20,000 | 9,039 | 60,953 CHF | 27,643 CHF | 99.64% | 99.64% |
07/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 20,000 | 20,000 | 20,000 | 9,040 | 59,951 CHF | 27,229 CHF | 99.65% | 99.65% |