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 | 48,000 | 48,000 | 48,000 | 48,000 | 192,406 CHF | 192,886 CHF | 99.44% | 99.44% |
19/11/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 190,876 CHF | 191,356 CHF | 100.00% | 100.00% |
18/11/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 186,544 CHF | 187,024 CHF | 99.88% | 99.88% |
15/11/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 188,861 CHF | 189,361 CHF | 100.00% | 100.00% |
14/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 184,856 CHF | 185,356 CHF | 98.56% | 98.56% |
13/11/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 187,069 CHF | 187,569 CHF | 100.00% | 100.00% |
12/11/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 188,411 CHF | 188,911 CHF | 99.88% | 99.88% |
11/11/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 185,419 CHF | 185,899 CHF | 100.00% | 100.00% |
08/11/2024 | 0.27% | 3.63 CHF | 3.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 181,745 CHF | 182,245 CHF | 98.30% | 98.30% |
07/11/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 184,591 CHF | 185,091 CHF | 100.00% | 100.00% |