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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 134,241 CHF | 134,641 CHF | 100.00% | 100.00% |
22/11/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 40,000 | 40,000 | 39,997 | 40,000 | 134,680 CHF | 135,089 CHF | 100.00% | 100.00% |
20/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 130,424 CHF | 130,824 CHF | 99.73% | 99.73% |
19/11/2024 | 0.30% | 3.25 CHF | 3.26 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 132,479 CHF | 132,879 CHF | 99.85% | 99.85% |
18/11/2024 | 0.31% | 3.37 CHF | 3.38 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 130,310 CHF | 130,710 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 130,058 CHF | 130,458 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 132,350 CHF | 132,750 CHF | 99.96% | 99.96% |
13/11/2024 | 0.31% | 3.45 CHF | 3.46 CHF | 40,000 | 40,000 | 40,000 | 39,998 | 128,326 CHF | 128,719 CHF | 99.95% | 99.95% |
12/11/2024 | 0.27% | 3.44 CHF | 3.45 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 149,563 CHF | 149,963 CHF | 100.00% | 100.00% |
11/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 155,595 CHF | 155,995 CHF | 99.66% | 99.66% |