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 | 0.83% | 3.45 CHF | 3.48 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 143,647 CHF | 144,847 CHF | 99.73% | 99.73% |
19/11/2024 | 0.87% | 3.54 CHF | 3.57 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 137,845 CHF | 139,045 CHF | 99.75% | 99.75% |
18/11/2024 | 0.83% | 3.69 CHF | 3.72 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 143,818 CHF | 145,018 CHF | 98.99% | 98.99% |
15/11/2024 | 0.81% | 3.49 CHF | 3.52 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 147,957 CHF | 149,157 CHF | 100.00% | 100.00% |
14/11/2024 | 0.76% | 4.00 CHF | 4.03 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 156,831 CHF | 158,031 CHF | 100.00% | 100.00% |
13/11/2024 | 0.77% | 3.85 CHF | 3.88 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 155,093 CHF | 156,293 CHF | 99.74% | 99.74% |
12/11/2024 | 0.71% | 4.10 CHF | 4.13 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 169,602 CHF | 170,802 CHF | 100.00% | 100.00% |
11/11/2024 | 0.68% | 4.43 CHF | 4.46 CHF | 40,000 | 40,000 | 39,980 | 39,980 | 175,326 CHF | 176,526 CHF | 100.00% | 100.00% |
08/11/2024 | 0.73% | 4.11 CHF | 4.14 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 163,756 CHF | 164,956 CHF | 100.00% | 100.00% |
07/11/2024 | 0.71% | 4.26 CHF | 4.29 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 168,140 CHF | 169,340 CHF | 99.67% | 99.67% |