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 | 0.54% | 3.49 CHF | 3.50 CHF | 15,900 | 15,900 | 8,750 | 8,750 | 29,404 CHF | 29,545 CHF | 99.90% | 99.90% |
19/11/2024 | 0.56% | 3.27 CHF | 3.28 CHF | 17,300 | 17,300 | 9,518 | 9,518 | 30,757 CHF | 30,909 CHF | 98.91% | 98.91% |
18/11/2024 | 0.62% | 2.99 CHF | 3.00 CHF | 18,900 | 18,900 | 10,389 | 10,389 | 30,386 CHF | 30,553 CHF | 99.58% | 99.58% |
15/11/2024 | 0.63% | 2.77 CHF | 2.78 CHF | 18,200 | 18,200 | 9,975 | 9,975 | 28,198 CHF | 28,359 CHF | 99.91% | 99.91% |
14/11/2024 | 0.68% | 2.88 CHF | 2.89 CHF | 18,400 | 18,400 | 10,255 | 10,255 | 27,773 CHF | 27,937 CHF | 98.85% | 98.85% |
13/11/2024 | 0.60% | 2.81 CHF | 2.82 CHF | 17,600 | 17,600 | 9,695 | 9,695 | 28,556 CHF | 28,712 CHF | 100.00% | 100.00% |
12/11/2024 | 0.61% | 2.98 CHF | 2.99 CHF | 16,400 | 16,400 | 8,416 | 8,416 | 24,971 CHF | 25,104 CHF | 100.00% | 100.00% |
11/11/2024 | 0.63% | 3.20 CHF | 3.21 CHF | 13,600 | 13,600 | 7,442 | 7,442 | 26,425 CHF | 26,573 CHF | 99.93% | 99.93% |
08/11/2024 | 0.83% | 3.94 CHF | 3.95 CHF | 13,400 | 13,400 | 5,061 | 5,061 | 19,866 CHF | 19,950 CHF | 100.00% | 100.00% |
07/11/2024 | 0.80% | 4.08 CHF | 4.09 CHF | 12,500 | 12,500 | 5,955 | 5,955 | 23,612 CHF | 23,749 CHF | 98.68% | 98.68% |