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 | 0.50% | 4.25 CHF | 4.26 CHF | 9,000 | 9,000 | 6,075 | 6,075 | 25,368 CHF | 25,481 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 4.15 CHF | 4.16 CHF | 11,000 | 11,000 | 6,981 | 6,981 | 27,161 CHF | 27,283 CHF | 99.97% | 99.97% |
18/11/2024 | 0.51% | 4.10 CHF | 4.11 CHF | 10,000 | 10,000 | 6,372 | 6,372 | 25,469 CHF | 25,587 CHF | 100.00% | 100.00% |
15/11/2024 | 0.51% | 4.07 CHF | 4.08 CHF | 11,000 | 11,000 | 7,330 | 7,330 | 28,346 CHF | 28,479 CHF | 72.10% | 72.10% |
14/11/2024 | 0.53% | 3.48 CHF | 3.49 CHF | 10,000 | 10,000 | 6,693 | 6,693 | 23,919 CHF | 24,038 CHF | 100.00% | 100.00% |
13/11/2024 | 0.63% | 4.09 CHF | 4.10 CHF | 9,000 | 9,000 | 6,026 | 6,026 | 25,747 CHF | 25,894 CHF | 99.66% | 99.66% |
12/11/2024 | 0.49% | 4.38 CHF | 4.39 CHF | 11,000 | 11,000 | 7,361 | 7,361 | 29,516 CHF | 29,646 CHF | 99.95% | 99.95% |
11/11/2024 | 0.59% | 3.69 CHF | 3.70 CHF | 13,000 | 13,000 | 8,694 | 8,694 | 28,841 CHF | 28,995 CHF | 99.82% | 99.82% |
08/11/2024 | 0.61% | 3.07 CHF | 3.08 CHF | 13,000 | 13,000 | 8,702 | 8,702 | 27,581 CHF | 27,735 CHF | 99.79% | 99.79% |
07/11/2024 | 0.52% | 3.26 CHF | 3.27 CHF | 10,000 | 10,000 | 6,693 | 6,693 | 24,218 CHF | 24,336 CHF | 99.98% | 99.98% |