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 | 0.58% | 3.47 CHF | 3.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 85,901 CHF | 86,401 CHF | 99.44% | 99.44% |
19/11/2024 | 0.58% | 3.35 CHF | 3.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 85,321 CHF | 85,821 CHF | 96.97% | 96.97% |
18/11/2024 | 0.53% | 3.71 CHF | 3.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,282 CHF | 93,782 CHF | 99.07% | 99.07% |
15/11/2024 | 0.52% | 3.89 CHF | 3.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 96,740 CHF | 97,240 CHF | 98.84% | 98.84% |
14/11/2024 | 0.52% | 3.83 CHF | 3.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 96,294 CHF | 96,794 CHF | 99.04% | 99.04% |
13/11/2024 | 0.54% | 3.71 CHF | 3.73 CHF | 25,000 | 25,000 | 22,432 | 22,432 | 83,002 CHF | 83,451 CHF | 99.15% | 99.15% |
12/11/2024 | 0.55% | 3.65 CHF | 3.67 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 47,299 CHF | 47,559 CHF | 98.78% | 98.78% |
11/11/2024 | 0.56% | 3.65 CHF | 3.67 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 46,677 CHF | 46,937 CHF | 99.26% | 99.26% |
08/11/2024 | 0.58% | 3.50 CHF | 3.52 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 44,639 CHF | 44,899 CHF | 99.27% | 99.27% |
07/11/2024 | 0.56% | 3.50 CHF | 3.52 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 46,622 CHF | 46,882 CHF | 99.28% | 99.28% |