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 | 0.25% | 3.98 CHF | 3.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 99,589 CHF | 99,839 CHF | 100.00% | 100.00% |
19/11/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 97,906 CHF | 98,156 CHF | 99.91% | 99.91% |
18/11/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 99,192 CHF | 99,442 CHF | 99.91% | 99.91% |
15/11/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 99,679 CHF | 99,929 CHF | 100.00% | 100.00% |
14/11/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 100,229 CHF | 100,479 CHF | 100.00% | 100.00% |
13/11/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 98,697 CHF | 98,947 CHF | 100.00% | 100.00% |
12/11/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 97,980 CHF | 98,230 CHF | 99.70% | 99.70% |
11/11/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 97,397 CHF | 97,647 CHF | 99.91% | 99.91% |
08/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 95,582 CHF | 95,832 CHF | 100.00% | 100.00% |
07/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 96,840 CHF | 97,090 CHF | 95.89% | 95.89% |