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% | 3.78 CHF | 3.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,267,150 CHF | 757,717 CHF | 99.03% | 99.03% |
19/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,257,830 CHF | 754,612 CHF | 99.38% | 99.38% |
18/11/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,253,420 CHF | 753,139 CHF | 97.57% | 97.57% |
15/11/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,235,500 CHF | 747,167 CHF | 98.88% | 98.88% |
14/11/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,238,590 CHF | 748,196 CHF | 99.37% | 99.37% |
13/11/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,200,850 CHF | 735,616 CHF | 93.76% | 93.76% |
12/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,199,070 CHF | 735,024 CHF | 96.97% | 96.97% |
11/11/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,153,760 CHF | 719,918 CHF | 99.35% | 99.35% |
08/11/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,139,740 CHF | 715,247 CHF | 99.35% | 99.35% |
07/11/2024 | 0.28% | 3.50 CHF | 3.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,114,470 CHF | 706,824 CHF | 98.69% | 98.69% |