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 | 0.29% | 3.47 CHF | 3.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 86,844 CHF | 87,094 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 85,041 CHF | 85,291 CHF | 99.91% | 99.91% |
18/11/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 86,371 CHF | 86,621 CHF | 99.91% | 99.91% |
15/11/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 86,853 CHF | 87,103 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 87,455 CHF | 87,705 CHF | 100.00% | 100.00% |
13/11/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 85,911 CHF | 86,161 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 85,169 CHF | 85,419 CHF | 99.70% | 99.70% |
11/11/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 84,575 CHF | 84,825 CHF | 99.91% | 99.91% |
08/11/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 82,724 CHF | 82,974 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 84,061 CHF | 84,311 CHF | 95.89% | 95.89% |