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% | 3.15 CHF | 3.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 955,063 CHF | 319,354 CHF | 99.37% | 99.37% |
19/11/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 948,743 CHF | 317,248 CHF | 99.38% | 99.38% |
18/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 962,873 CHF | 321,958 CHF | 97.61% | 97.61% |
15/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 960,469 CHF | 321,156 CHF | 99.38% | 99.38% |
14/11/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 944,406 CHF | 315,802 CHF | 99.37% | 99.37% |
13/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 908,738 CHF | 303,913 CHF | 96.92% | 96.92% |
12/11/2024 | 0.32% | 3.00 CHF | 3.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 928,588 CHF | 310,529 CHF | 96.98% | 96.98% |
11/11/2024 | 0.31% | 3.16 CHF | 3.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 952,022 CHF | 318,341 CHF | 98.78% | 98.78% |
08/11/2024 | 0.31% | 3.14 CHF | 3.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 958,489 CHF | 320,496 CHF | 93.17% | 93.17% |
07/11/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 978,380 CHF | 327,127 CHF | 98.68% | 98.68% |