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 | 0.26% | 3.85 CHF | 3.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,938,910 CHF | 388,783 CHF | 99.27% | 99.27% |
19/11/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,898,810 CHF | 380,761 CHF | 99.27% | 99.27% |
18/11/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,908,400 CHF | 382,681 CHF | 99.27% | 99.27% |
15/11/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,861,330 CHF | 373,267 CHF | 99.27% | 99.27% |
14/11/2024 | 0.27% | 3.83 CHF | 3.84 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,865,140 CHF | 374,029 CHF | 99.27% | 99.27% |
13/11/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,915,240 CHF | 384,047 CHF | 99.27% | 99.27% |
12/11/2024 | 0.26% | 3.73 CHF | 3.74 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,893,880 CHF | 379,776 CHF | 99.25% | 99.25% |
11/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,947,510 CHF | 390,502 CHF | 99.27% | 99.27% |
08/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,936,520 CHF | 388,305 CHF | 99.25% | 99.25% |
07/11/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,993,340 CHF | 399,667 CHF | 1.12% | 1.12% |