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 | 0.32% | 3.03 CHF | 3.04 CHF | 20,000 | 20,000 | 20,000 | 9,039 | 62,453 CHF | 28,060 CHF | 99.63% | 99.63% |
19/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 20,000 | 20,000 | 20,000 | 9,504 | 61,019 CHF | 28,998 CHF | 86.51% | 86.51% |
18/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 20,000 | 20,000 | 20,000 | 9,042 | 62,005 CHF | 28,140 CHF | 99.60% | 99.60% |
15/11/2024 | 0.31% | 3.11 CHF | 3.12 CHF | 20,000 | 20,000 | 20,000 | 9,041 | 64,471 CHF | 28,994 CHF | 99.66% | 99.66% |
14/11/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 20,000 | 20,000 | 20,000 | 9,043 | 65,459 CHF | 29,717 CHF | 99.64% | 99.64% |
13/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 20,000 | 20,000 | 20,000 | 9,107 | 63,716 CHF | 29,022 CHF | 97.56% | 97.56% |
12/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 20,000 | 20,000 | 20,000 | 9,123 | 62,430 CHF | 28,643 CHF | 97.03% | 97.03% |
11/11/2024 | 0.31% | 3.11 CHF | 3.12 CHF | 20,000 | 20,000 | 20,000 | 9,041 | 63,809 CHF | 28,886 CHF | 99.61% | 99.61% |
08/11/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 20,000 | 20,000 | 20,000 | 9,041 | 64,231 CHF | 29,131 CHF | 99.66% | 99.66% |
07/11/2024 | 0.32% | 3.22 CHF | 3.23 CHF | 20,000 | 20,000 | 20,000 | 9,038 | 63,238 CHF | 28,707 CHF | 99.63% | 99.63% |