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 | 0.34% | 3.96 CHF | 4.08 CHF | 3,200 | 3,200 | 20,480 | 20,480 | 78,759 CHF | 78,975 CHF | 98.81% | 98.81% |
19/11/2024 | 0.41% | 3.49 CHF | 3.59 CHF | 3,800 | 3,800 | 24,968 | 24,968 | 75,808 CHF | 76,069 CHF | 98.75% | 98.75% |
18/11/2024 | 0.44% | 2.86 CHF | 2.97 CHF | 3,700 | 3,700 | 23,576 | 23,576 | 71,323 CHF | 71,570 CHF | 98.94% | 98.94% |
15/11/2024 | 0.65% | 3.30 CHF | 3.48 CHF | 2,200 | 2,200 | 13,970 | 13,970 | 53,816 CHF | 54,105 CHF | 98.36% | 98.36% |
14/11/2024 | 0.46% | 5.44 CHF | 5.64 CHF | 2,000 | 2,000 | 12,857 | 12,857 | 71,933 CHF | 72,201 CHF | 98.85% | 98.85% |
13/11/2024 | 0.46% | 5.78 CHF | 5.96 CHF | 2,200 | 2,200 | 13,735 | 13,735 | 73,373 CHF | 73,659 CHF | 98.87% | 98.87% |
12/11/2024 | 0.45% | 5.12 CHF | 5.36 CHF | 1,700 | 1,700 | 10,614 | 10,614 | 57,888 CHF | 58,108 CHF | 97.83% | 97.83% |
11/11/2024 | 0.38% | 7.00 CHF | 7.20 CHF | 2,000 | 2,000 | 12,851 | 12,851 | 85,003 CHF | 85,271 CHF | 98.90% | 98.90% |