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% | 3.60 CHF | 3.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 273,970 CHF | 274,720 CHF | 100.00% | 100.00% |
19/11/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 270,759 CHF | 271,509 CHF | 100.00% | 100.00% |
18/11/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 269,717 CHF | 270,467 CHF | 100.00% | 100.00% |
15/11/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 266,694 CHF | 267,444 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 259,486 CHF | 260,236 CHF | 99.57% | 99.57% |
13/11/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 251,023 CHF | 251,775 CHF | 99.32% | 99.32% |
12/11/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 252,455 CHF | 253,205 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 259,883 CHF | 260,633 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 251,054 CHF | 251,804 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 3.45 CHF | 3.46 CHF | 75,000 | 75,000 | 73,704 | 73,704 | 255,760 CHF | 256,523 CHF | 99.13% | 99.13% |