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% | 3.50 CHF | 3.57 CHF | 6,000 | 6,000 | 38,831 | 38,831 | 134,477 CHF | 134,876 CHF | 98.90% | 98.90% |
19/11/2024 | 0.37% | 3.29 CHF | 3.35 CHF | 6,500 | 6,500 | 43,308 | 43,308 | 132,482 CHF | 132,925 CHF | 98.77% | 98.77% |
18/11/2024 | 0.38% | 2.98 CHF | 3.04 CHF | 6,600 | 6,600 | 42,085 | 42,085 | 128,667 CHF | 129,099 CHF | 98.94% | 98.94% |
15/11/2024 | 0.36% | 3.17 CHF | 3.25 CHF | 5,400 | 5,400 | 34,162 | 34,162 | 115,359 CHF | 115,711 CHF | 98.94% | 98.94% |
14/11/2024 | 0.30% | 3.95 CHF | 4.03 CHF | 5,000 | 5,000 | 32,434 | 32,434 | 129,811 CHF | 130,146 CHF | 98.85% | 98.85% |
13/11/2024 | 0.31% | 4.06 CHF | 4.14 CHF | 5,200 | 5,200 | 33,312 | 33,312 | 130,200 CHF | 130,544 CHF | 98.87% | 98.87% |
12/11/2024 | 0.32% | 3.83 CHF | 3.92 CHF | 4,700 | 4,700 | 30,017 | 30,017 | 118,351 CHF | 118,663 CHF | 98.79% | 98.79% |
11/11/2024 | 0.28% | 4.42 CHF | 4.50 CHF | 5,100 | 5,100 | 32,514 | 32,514 | 139,175 CHF | 139,511 CHF | 98.90% | 98.90% |
08/11/2024 | 0.31% | 3.91 CHF | 3.98 CHF | 5,500 | 5,500 | 35,612 | 35,612 | 137,652 CHF | 138,019 CHF | 97.83% | 97.83% |
07/11/2024 | 0.30% | 3.70 CHF | 3.78 CHF | 5,100 | 5,100 | 33,336 | 33,336 | 124,453 CHF | 124,792 CHF | 97.35% | 97.35% |