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% | 3.99 CHF | 4.00 CHF | 185,000 | 185,000 | 184,236 | 184,236 | 741,310 CHF | 743,153 CHF | 99.89% | 99.89% |
19/11/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 185,000 | 185,000 | 185,029 | 185,029 | 736,867 CHF | 738,717 CHF | 99.53% | 99.53% |
18/11/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 185,000 | 185,000 | 184,969 | 184,969 | 736,487 CHF | 738,337 CHF | 99.95% | 99.95% |
15/11/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 737,120 CHF | 738,962 CHF | 100.00% | 100.00% |
14/11/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 185,000 | 185,000 | 184,229 | 184,229 | 742,324 CHF | 744,166 CHF | 98.82% | 98.82% |
13/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 190,000 | 190,000 | 189,328 | 189,328 | 731,160 CHF | 733,053 CHF | 99.58% | 99.58% |
12/11/2024 | 0.25% | 3.89 CHF | 3.90 CHF | 190,000 | 190,000 | 187,772 | 187,772 | 740,278 CHF | 742,156 CHF | 99.87% | 99.87% |
11/11/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 737,995 CHF | 739,837 CHF | 100.00% | 100.00% |
08/11/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 185,000 | 185,000 | 185,837 | 185,837 | 737,175 CHF | 739,033 CHF | 99.17% | 99.17% |
07/11/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 190,000 | 190,000 | 188,349 | 188,349 | 741,970 CHF | 743,854 CHF | 99.74% | 99.74% |