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 | 0.88% | 3.39 CHF | 3.42 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 33,816 CHF | 34,116 CHF | 99.97% | 99.97% |
19/11/2024 | 0.92% | 3.33 CHF | 3.36 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 32,362 CHF | 32,662 CHF | 99.83% | 99.83% |
18/11/2024 | 0.97% | 3.12 CHF | 3.15 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 30,656 CHF | 30,956 CHF | 99.95% | 99.95% |
15/11/2024 | 0.98% | 3.01 CHF | 3.04 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 30,384 CHF | 30,684 CHF | 100.00% | 100.00% |
14/11/2024 | 1.18% | 2.71 CHF | 2.74 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 25,420 CHF | 25,720 CHF | 99.68% | 99.68% |
13/11/2024 | 1.24% | 2.28 CHF | 2.31 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 24,118 CHF | 24,418 CHF | 99.68% | 99.68% |
12/11/2024 | 1.47% | 2.11 CHF | 2.14 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 20,251 CHF | 20,551 CHF | 99.80% | 99.80% |
11/11/2024 | 1.48% | 2.00 CHF | 2.03 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 20,121 CHF | 20,421 CHF | 99.82% | 99.82% |
08/11/2024 | 1.35% | 2.12 CHF | 2.15 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 22,094 CHF | 22,394 CHF | 99.89% | 99.89% |
07/11/2024 | 1.35% | 2.21 CHF | 2.24 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 22,080 CHF | 22,380 CHF | 99.90% | 99.90% |