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 | 1.60% | 3.23 CHF | 3.28 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 62,092 CHF | 63,092 CHF | 99.48% | 99.48% |
19/11/2024 | 1.37% | 3.44 CHF | 3.49 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 72,287 CHF | 73,287 CHF | 99.56% | 99.56% |
18/11/2024 | 1.36% | 3.56 CHF | 3.61 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 73,220 CHF | 74,220 CHF | 99.53% | 99.53% |
15/11/2024 | 1.35% | 3.81 CHF | 3.86 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 73,473 CHF | 74,473 CHF | 98.85% | 98.85% |
14/11/2024 | 1.43% | 3.45 CHF | 3.50 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 69,522 CHF | 70,522 CHF | 99.54% | 99.54% |
13/11/2024 | 1.35% | 3.53 CHF | 3.58 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 73,503 CHF | 74,503 CHF | 96.83% | 96.83% |
12/11/2024 | 1.52% | 3.32 CHF | 3.37 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,369 CHF | 66,369 CHF | 99.56% | 99.56% |
11/11/2024 | 1.60% | 3.24 CHF | 3.29 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 61,892 CHF | 62,892 CHF | 99.51% | 99.51% |
08/11/2024 | 1.52% | 3.24 CHF | 3.29 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,157 CHF | 66,157 CHF | 99.50% | 99.50% |
07/11/2024 | 2.65% | 3.40 CHF | 3.50 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 74,743 CHF | 76,743 CHF | 99.31% | 99.31% |