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 | 0.54% | 2.28 CHF | 2.30 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 13,328 CHF | 13,399 CHF | 99.52% | 99.52% |
19/11/2024 | 0.57% | 2.15 CHF | 2.17 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 13,047 CHF | 13,121 CHF | 99.05% | 99.11% |
18/11/2024 | 0.57% | 2.19 CHF | 2.20 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 12,836 CHF | 12,909 CHF | 99.52% | 99.57% |
15/11/2024 | 0.63% | 2.14 CHF | 2.16 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 11,025 CHF | 11,094 CHF | 99.57% | 99.57% |
14/11/2024 | 0.87% | 2.37 CHF | 2.38 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 9,997 CHF | 10,084 CHF | 99.52% | 99.52% |
13/11/2024 | 0.87% | 2.56 CHF | 2.59 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 10,255 CHF | 10,344 CHF | 99.48% | 99.48% |
12/11/2024 | 0.86% | 2.55 CHF | 2.57 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 12,651 CHF | 12,760 CHF | 99.53% | 99.57% |
11/11/2024 | 0.88% | 2.57 CHF | 2.59 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 10,519 CHF | 10,612 CHF | 99.57% | 99.57% |
08/11/2024 | 0.94% | 2.64 CHF | 2.66 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 10,567 CHF | 10,667 CHF | 99.50% | 99.55% |
07/11/2024 | 0.92% | 2.80 CHF | 2.82 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 11,214 CHF | 11,317 CHF | 99.49% | 99.49% |