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 | 0.27% | 3.73 CHF | 3.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,243 CHF | 93,493 CHF | 100.00% | 100.00% |
19/11/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 91,478 CHF | 91,728 CHF | 99.91% | 99.91% |
18/11/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,792 CHF | 93,042 CHF | 99.91% | 99.91% |
15/11/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,279 CHF | 93,529 CHF | 100.00% | 100.00% |
14/11/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,841 CHF | 94,091 CHF | 100.00% | 100.00% |
13/11/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,310 CHF | 92,560 CHF | 100.00% | 100.00% |
12/11/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 91,581 CHF | 91,831 CHF | 99.70% | 99.70% |
11/11/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 91,018 CHF | 91,268 CHF | 99.91% | 99.91% |
08/11/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,140 CHF | 89,390 CHF | 100.00% | 100.00% |
07/11/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 90,454 CHF | 90,704 CHF | 95.89% | 95.89% |