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 | 0.26% | 3.87 CHF | 3.88 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 186,978 CHF | 187,458 CHF | 99.48% | 99.48% |
19/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 185,480 CHF | 185,960 CHF | 100.00% | 100.00% |
18/11/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 181,072 CHF | 181,552 CHF | 99.89% | 99.89% |
15/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,144 CHF | 183,644 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 3.65 CHF | 3.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 179,079 CHF | 179,579 CHF | 98.57% | 98.57% |
13/11/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 181,258 CHF | 181,758 CHF | 100.00% | 100.00% |
12/11/2024 | 0.27% | 3.60 CHF | 3.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 182,666 CHF | 183,166 CHF | 99.88% | 99.88% |
11/11/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 179,938 CHF | 180,418 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 175,944 CHF | 176,444 CHF | 98.29% | 98.29% |
07/11/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 178,800 CHF | 179,300 CHF | 100.00% | 100.00% |