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 | 0.86% | 3.41 CHF | 3.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 259,980 CHF | 262,230 CHF | 98.82% | 98.82% |
19/11/2024 | 0.58% | 3.40 CHF | 3.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 257,258 CHF | 258,758 CHF | 99.94% | 99.94% |
18/11/2024 | 0.64% | 3.46 CHF | 3.48 CHF | 75,000 | 75,000 | 69,858 | 69,858 | 238,553 CHF | 240,053 CHF | 97.62% | 97.62% |
15/11/2024 | 0.59% | 3.40 CHF | 3.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 252,869 CHF | 254,369 CHF | 100.00% | 100.00% |
14/11/2024 | 0.61% | 3.34 CHF | 3.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 245,829 CHF | 247,329 CHF | 99.57% | 99.57% |
13/11/2024 | 0.63% | 3.20 CHF | 3.22 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 237,463 CHF | 238,960 CHF | 99.32% | 99.32% |
12/11/2024 | 0.63% | 3.10 CHF | 3.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 238,638 CHF | 240,138 CHF | 99.36% | 99.36% |
11/11/2024 | 0.61% | 3.29 CHF | 3.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 246,117 CHF | 247,617 CHF | 95.09% | 95.09% |
08/11/2024 | 0.63% | 3.15 CHF | 3.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 237,144 CHF | 238,644 CHF | 99.38% | 99.38% |
07/11/2024 | 0.62% | 3.26 CHF | 3.28 CHF | 75,000 | 75,000 | 73,687 | 73,687 | 241,967 CHF | 243,467 CHF | 96.33% | 96.33% |