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 | 0.25% | 3.85 CHF | 3.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,967,680 CHF | 394,537 CHF | 99.27% | 99.27% |
19/11/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,934,740 CHF | 387,948 CHF | 99.27% | 99.27% |
18/11/2024 | 0.25% | 4.09 CHF | 4.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,019,420 CHF | 404,884 CHF | 99.27% | 99.27% |
15/11/2024 | 0.24% | 4.01 CHF | 4.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,044,330 CHF | 409,866 CHF | 99.27% | 99.27% |
14/11/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,973,580 CHF | 395,716 CHF | 99.27% | 99.27% |
13/11/2024 | 0.27% | 3.79 CHF | 3.80 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,864,650 CHF | 373,930 CHF | 99.27% | 99.27% |
12/11/2024 | 0.26% | 3.60 CHF | 3.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,898,560 CHF | 380,713 CHF | 99.25% | 99.25% |
11/11/2024 | 0.24% | 4.08 CHF | 4.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,053,670 CHF | 411,732 CHF | 99.27% | 99.27% |
08/11/2024 | 0.24% | 4.00 CHF | 4.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,082,500 CHF | 417,499 CHF | 99.25% | 99.25% |
07/11/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,241,350 CHF | 449,270 CHF | 1.12% | 1.12% |