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 | 3.34% | 0.28 CHF | 0.29 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 5,908 CHF | 6,108 CHF | 99.67% | 99.67% |
19/11/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,136 CHF | 6,336 CHF | 99.89% | 99.89% |
18/11/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,436 CHF | 6,636 CHF | 99.90% | 99.90% |
15/11/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,170 CHF | 6,370 CHF | 100.00% | 100.00% |
14/11/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,170 CHF | 6,370 CHF | 99.77% | 99.77% |
13/11/2024 | 3.33% | 0.30 CHF | 0.31 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 5,905 CHF | 6,105 CHF | 99.95% | 99.95% |
12/11/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,177 CHF | 6,377 CHF | 99.81% | 99.81% |
11/11/2024 | 3.16% | 0.32 CHF | 0.33 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,227 CHF | 6,427 CHF | 99.80% | 99.80% |
08/11/2024 | 3.39% | 0.30 CHF | 0.31 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 5,799 CHF | 5,999 CHF | 99.84% | 99.84% |
07/11/2024 | 3.12% | 0.31 CHF | 0.32 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 6,321 CHF | 6,521 CHF | 99.91% | 99.91% |