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 | 0.24% | 4.07 CHF | 4.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,048,730 CHF | 410,747 CHF | 99.27% | 99.27% |
19/11/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,027,780 CHF | 406,555 CHF | 99.27% | 99.27% |
18/11/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,967,220 CHF | 394,444 CHF | 99.27% | 99.27% |
15/11/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,895,190 CHF | 380,038 CHF | 99.27% | 99.27% |
14/11/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,841,710 CHF | 369,342 CHF | 99.27% | 99.27% |
13/11/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,870,360 CHF | 375,072 CHF | 99.27% | 99.27% |
12/11/2024 | 0.26% | 3.70 CHF | 3.71 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,888,780 CHF | 378,756 CHF | 99.25% | 99.25% |
11/11/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,952,070 CHF | 391,415 CHF | 99.27% | 99.27% |
08/11/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,800,970 CHF | 361,194 CHF | 99.26% | 99.26% |
07/11/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,804,510 CHF | 361,902 CHF | 1.12% | 1.12% |