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 | 0.35% | 3.94 CHF | 3.95 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 25,471 CHF | 25,560 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 4.07 CHF | 4.08 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 24,264 CHF | 24,361 CHF | 100.00% | 100.00% |
18/11/2024 | 0.34% | 4.58 CHF | 4.60 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 27,224 CHF | 27,317 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 4.36 CHF | 4.38 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 26,482 CHF | 26,567 CHF | 100.00% | 100.00% |
14/11/2024 | 0.33% | 4.07 CHF | 4.08 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 27,184 CHF | 27,273 CHF | 100.00% | 100.00% |
13/11/2024 | 0.36% | 3.51 CHF | 3.52 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 25,194 CHF | 25,284 CHF | 100.00% | 100.00% |
12/11/2024 | 0.38% | 3.62 CHF | 3.64 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 23,860 CHF | 23,950 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 4.25 CHF | 4.27 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 29,282 CHF | 29,378 CHF | 100.00% | 100.00% |
08/11/2024 | 0.39% | 3.72 CHF | 3.73 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 22,949 CHF | 23,039 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 4.33 CHF | 4.35 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 29,414 CHF | 29,509 CHF | 100.00% | 100.00% |