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% | 3.67 CHF | 3.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 375,765 CHF | 376,765 CHF | 99.96% | 99.96% |
19/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 364,780 CHF | 365,780 CHF | 99.88% | 99.88% |
18/11/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 381,685 CHF | 382,685 CHF | 99.96% | 99.96% |
15/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 387,584 CHF | 388,598 CHF | 99.99% | 99.99% |
14/11/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 387,481 CHF | 388,482 CHF | 99.20% | 99.20% |
13/11/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 370,009 CHF | 371,015 CHF | 96.73% | 96.73% |
12/11/2024 | 0.26% | 3.72 CHF | 3.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 389,559 CHF | 390,559 CHF | 99.89% | 99.89% |
11/11/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 409,445 CHF | 410,445 CHF | 99.97% | 99.97% |
08/11/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 391,425 CHF | 392,425 CHF | 99.98% | 99.98% |
07/11/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 399,330 CHF | 400,330 CHF | 99.91% | 99.91% |