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 | 0.33% | 3.04 CHF | 3.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 151,191 CHF | 151,691 CHF | 99.46% | 99.46% |
19/11/2024 | 0.33% | 2.95 CHF | 2.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,666 CHF | 150,166 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 2.99 CHF | 3.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 154,619 CHF | 155,119 CHF | 99.30% | 99.30% |
15/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 159,594 CHF | 160,094 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,557 CHF | 166,057 CHF | 100.00% | 100.00% |
13/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 159,465 CHF | 159,965 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 3.21 CHF | 3.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,460 CHF | 156,960 CHF | 99.82% | 99.82% |
11/11/2024 | 0.34% | 3.03 CHF | 3.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 145,627 CHF | 146,127 CHF | 99.78% | 99.78% |
08/11/2024 | 0.35% | 2.92 CHF | 2.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,613 CHF | 142,113 CHF | 99.17% | 99.17% |
07/11/2024 | 0.35% | 2.74 CHF | 2.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,544 CHF | 142,044 CHF | 99.96% | 99.96% |