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 | 0.38% | 2.93 CHF | 2.94 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 26,618 CHF | 26,720 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 2.83 CHF | 2.84 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 23,194 CHF | 23,291 CHF | 100.00% | 100.00% |
18/11/2024 | 0.39% | 2.99 CHF | 3.00 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 26,327 CHF | 26,430 CHF | 100.00% | 100.00% |
15/11/2024 | 0.38% | 2.89 CHF | 2.90 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 25,920 CHF | 26,017 CHF | 98.85% | 98.85% |
14/11/2024 | 0.43% | 2.72 CHF | 2.73 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 23,455 CHF | 23,555 CHF | 99.98% | 99.98% |
13/11/2024 | 0.40% | 2.72 CHF | 2.73 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 25,286 CHF | 25,387 CHF | 100.00% | 100.00% |
12/11/2024 | 0.46% | 2.72 CHF | 2.74 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 23,334 CHF | 23,440 CHF | 100.00% | 100.00% |
11/11/2024 | 0.41% | 3.31 CHF | 3.33 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 25,017 CHF | 25,121 CHF | 100.00% | 100.00% |
08/11/2024 | 0.47% | 3.60 CHF | 3.62 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 21,060 CHF | 21,160 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 5.51 CHF | 5.52 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 32,062 CHF | 32,165 CHF | 100.00% | 100.00% |