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 | 0.37% | 2.97 CHF | 2.98 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 62,179 CHF | 3,120 CHF | 99.63% | 99.63% |
19/11/2024 | 0.34% | 3.25 CHF | 3.26 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 64,538 CHF | 3,238 CHF | 99.64% | 99.64% |
18/11/2024 | 0.41% | 3.02 CHF | 3.04 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 56,798 CHF | 2,852 CHF | 98.83% | 98.83% |
15/11/2024 | 0.38% | 2.97 CHF | 2.99 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 63,706 CHF | 3,197 CHF | 96.19% | 96.19% |
14/11/2024 | 0.36% | 3.34 CHF | 3.35 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 64,378 CHF | 3,231 CHF | 99.64% | 99.64% |
13/11/2024 | 0.34% | 3.08 CHF | 3.10 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 68,981 CHF | 3,461 CHF | 96.56% | 96.56% |
12/11/2024 | 0.33% | 3.29 CHF | 3.30 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 68,312 CHF | 3,427 CHF | 99.56% | 99.56% |
11/11/2024 | 0.30% | 3.64 CHF | 3.65 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 78,603 CHF | 3,942 CHF | 99.63% | 99.63% |
08/11/2024 | 0.27% | 4.33 CHF | 4.35 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 89,302 CHF | 4,477 CHF | 99.37% | 99.37% |
07/11/2024 | 0.29% | 4.25 CHF | 4.26 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 77,486 CHF | 3,886 CHF | 99.06% | 99.06% |