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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 745,376 CHF | 747,376 CHF | 99.88% | 99.88% |
20/11/2024 | 0.28% | 3.41 CHF | 3.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 706,710 CHF | 708,710 CHF | 96.54% | 96.54% |
19/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 680,718 CHF | 682,718 CHF | 99.39% | 99.39% |
18/11/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 715,744 CHF | 717,744 CHF | 98.57% | 98.57% |
15/11/2024 | 0.27% | 3.59 CHF | 3.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 739,220 CHF | 741,220 CHF | 99.37% | 99.37% |
14/11/2024 | 0.26% | 3.96 CHF | 3.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 765,500 CHF | 767,500 CHF | 99.49% | 99.49% |
13/11/2024 | 0.29% | 3.75 CHF | 3.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 744,360 CHF | 746,491 CHF | 99.09% | 99.09% |
12/11/2024 | 0.25% | 3.77 CHF | 3.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 791,655 CHF | 793,655 CHF | 99.18% | 99.18% |
11/11/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 845,552 CHF | 847,552 CHF | 99.34% | 99.34% |
08/11/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 808,282 CHF | 810,282 CHF | 96.27% | 96.27% |