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 | 0.67% | 3.41 CHF | 3.43 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 28,116 CHF | 28,304 CHF | 99.53% | 99.53% |
19/11/2024 | 0.63% | 3.57 CHF | 3.59 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 28,718 CHF | 28,899 CHF | 99.50% | 99.57% |
18/11/2024 | 0.66% | 3.42 CHF | 3.45 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 27,709 CHF | 27,892 CHF | 99.49% | 99.49% |
15/11/2024 | 0.65% | 3.51 CHF | 3.54 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 26,044 CHF | 26,213 CHF | 98.87% | 98.87% |
14/11/2024 | 0.60% | 3.85 CHF | 3.87 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 29,745 CHF | 29,925 CHF | 99.50% | 99.50% |
13/11/2024 | 0.60% | 3.85 CHF | 3.87 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 27,603 CHF | 27,770 CHF | 99.49% | 99.49% |
12/11/2024 | 0.62% | 3.93 CHF | 3.96 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 24,834 CHF | 24,988 CHF | 99.56% | 99.56% |
11/11/2024 | 0.54% | 4.41 CHF | 4.44 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 31,304 CHF | 31,475 CHF | 99.49% | 99.49% |
08/11/2024 | 0.60% | 4.17 CHF | 4.20 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 30,030 CHF | 30,211 CHF | 99.50% | 99.50% |
07/11/2024 | 0.61% | 4.42 CHF | 4.45 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 27,373 CHF | 27,541 CHF | 99.53% | 99.57% |