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 | 0.33% | 3.36 CHF | 3.38 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 70,054 CHF | 3,514 CHF | 99.69% | 99.69% |
19/11/2024 | 0.31% | 3.64 CHF | 3.65 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 72,394 CHF | 3,631 CHF | 99.69% | 99.69% |
18/11/2024 | 0.36% | 3.42 CHF | 3.43 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 64,687 CHF | 3,246 CHF | 98.89% | 98.89% |
15/11/2024 | 0.34% | 3.37 CHF | 3.39 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 71,607 CHF | 3,592 CHF | 96.24% | 96.24% |
14/11/2024 | 0.32% | 3.73 CHF | 3.75 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 72,279 CHF | 3,626 CHF | 99.69% | 99.69% |
13/11/2024 | 0.30% | 3.47 CHF | 3.49 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 76,824 CHF | 3,853 CHF | 96.76% | 96.76% |
12/11/2024 | 0.30% | 3.68 CHF | 3.70 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 76,145 CHF | 3,819 CHF | 99.63% | 99.63% |
11/11/2024 | 0.28% | 4.03 CHF | 4.04 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 86,413 CHF | 4,332 CHF | 99.69% | 99.69% |
08/11/2024 | 0.25% | 4.72 CHF | 4.73 CHF | 20,000 | 1,000 | 17,775 | 1,000 | 85,804 CHF | 4,864 CHF | 99.41% | 99.41% |
07/11/2024 | 0.27% | 4.63 CHF | 4.65 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 85,251 CHF | 4,274 CHF | 99.09% | 99.09% |