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% | 3.63 CHF | 3.64 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 175,264 CHF | 175,744 CHF | 99.48% | 99.48% |
19/11/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 173,768 CHF | 174,248 CHF | 100.00% | 100.00% |
18/11/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 169,386 CHF | 169,866 CHF | 99.89% | 99.89% |
15/11/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 170,955 CHF | 171,455 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 166,917 CHF | 167,417 CHF | 98.66% | 98.66% |
13/11/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,104 CHF | 169,604 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 3.35 CHF | 3.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 170,471 CHF | 170,971 CHF | 99.88% | 99.88% |
11/11/2024 | 0.28% | 3.48 CHF | 3.49 CHF | 48,000 | 48,000 | 48,004 | 48,003 | 168,262 CHF | 168,739 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,816 CHF | 164,316 CHF | 98.29% | 98.29% |
07/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 166,626 CHF | 167,126 CHF | 100.00% | 100.00% |