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 | 0.29% | 3.39 CHF | 3.40 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 163,761 CHF | 164,241 CHF | 99.47% | 99.47% |
19/11/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 162,274 CHF | 162,754 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 157,882 CHF | 158,362 CHF | 99.89% | 99.89% |
15/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 158,966 CHF | 159,466 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 154,936 CHF | 155,436 CHF | 98.63% | 98.63% |
13/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,137 CHF | 157,637 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 3.11 CHF | 3.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 158,548 CHF | 159,048 CHF | 99.88% | 99.88% |
11/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 156,779 CHF | 157,259 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 151,840 CHF | 152,340 CHF | 98.29% | 98.29% |
07/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 154,663 CHF | 155,163 CHF | 100.00% | 100.00% |