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 | 0.28% | 3.63 CHF | 3.64 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 899,645 CHF | 902,145 CHF | 100.00% | 100.00% |
19/11/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 893,135 CHF | 895,635 CHF | 99.91% | 99.91% |
18/11/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 900,747 CHF | 903,247 CHF | 99.91% | 99.91% |
15/11/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 900,929 CHF | 903,429 CHF | 100.00% | 100.00% |
14/11/2024 | 0.27% | 3.60 CHF | 3.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 907,956 CHF | 910,456 CHF | 100.00% | 100.00% |
13/11/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 884,273 CHF | 886,773 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 882,190 CHF | 884,690 CHF | 99.70% | 99.70% |
11/11/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 870,473 CHF | 872,973 CHF | 99.91% | 99.91% |
08/11/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 840,361 CHF | 842,861 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 841,212 CHF | 843,712 CHF | 95.89% | 95.89% |