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% | 3.68 CHF | 3.69 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,864,910 CHF | 373,983 CHF | 99.38% | 99.38% |
19/11/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,847,220 CHF | 370,443 CHF | 99.38% | 99.38% |
18/11/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,842,070 CHF | 369,415 CHF | 99.38% | 99.38% |
15/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,824,350 CHF | 365,871 CHF | 99.37% | 99.37% |
14/11/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,784,500 CHF | 357,899 CHF | 99.37% | 99.37% |
13/11/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,748,040 CHF | 350,608 CHF | 99.37% | 99.37% |
12/11/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,745,290 CHF | 350,058 CHF | 99.37% | 99.37% |
11/11/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,786,620 CHF | 358,323 CHF | 99.38% | 99.38% |
08/11/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,737,600 CHF | 348,519 CHF | 99.38% | 99.38% |
07/11/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,802,910 CHF | 361,582 CHF | 1.12% | 1.12% |