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 | 0.33% | 2.97 CHF | 2.98 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,495,190 CHF | 1,500,190 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,462,500 CHF | 1,467,500 CHF | 99.66% | 99.66% |
18/11/2024 | 0.35% | 2.94 CHF | 2.95 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,409,650 CHF | 1,414,650 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,428,210 CHF | 1,433,210 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,460,050 CHF | 1,465,050 CHF | 99.79% | 99.79% |
13/11/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,424,520 CHF | 1,429,520 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,438,340 CHF | 1,443,340 CHF | 100.00% | 100.00% |
11/11/2024 | 0.34% | 2.83 CHF | 2.84 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,462,630 CHF | 1,467,630 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 3.01 CHF | 3.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,537,130 CHF | 1,542,130 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,547,790 CHF | 1,552,790 CHF | 100.00% | 100.00% |