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 | 0.31% | 3.25 CHF | 3.26 CHF | 50,000 | 50,000 | 49,531 | 49,529 | 160,296 CHF | 160,786 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 3.16 CHF | 3.17 CHF | 50,000 | 50,000 | 49,524 | 49,520 | 158,696 CHF | 159,178 CHF | 98.73% | 98.73% |
18/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 50,000 | 50,000 | 49,531 | 49,529 | 163,688 CHF | 164,176 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 170,104 CHF | 170,604 CHF | 70.80% | 70.80% |
14/11/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 174,480 CHF | 174,976 CHF | 100.00% | 100.00% |
13/11/2024 | 0.30% | 3.45 CHF | 3.46 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 168,543 CHF | 169,039 CHF | 99.70% | 99.70% |
12/11/2024 | 0.30% | 3.42 CHF | 3.43 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 165,558 CHF | 166,054 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 3.24 CHF | 3.25 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 154,764 CHF | 155,260 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 3.13 CHF | 3.14 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 150,906 CHF | 151,402 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 2.95 CHF | 2.96 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 150,755 CHF | 151,251 CHF | 100.00% | 100.00% |