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 | 0.29% | 3.38 CHF | 3.39 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,708,480 CHF | 342,697 CHF | 99.27% | 99.27% |
19/11/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,668,810 CHF | 334,761 CHF | 99.27% | 99.27% |
18/11/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,678,400 CHF | 336,681 CHF | 99.27% | 99.27% |
15/11/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,631,330 CHF | 327,267 CHF | 99.27% | 99.27% |
14/11/2024 | 0.31% | 3.37 CHF | 3.38 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,635,140 CHF | 328,029 CHF | 99.27% | 99.27% |
13/11/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,685,240 CHF | 338,047 CHF | 99.27% | 99.27% |
12/11/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,663,880 CHF | 333,776 CHF | 99.25% | 99.25% |
11/11/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,718,030 CHF | 344,605 CHF | 99.27% | 99.27% |
08/11/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,706,520 CHF | 342,305 CHF | 99.26% | 99.26% |
07/11/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,763,340 CHF | 353,667 CHF | 1.12% | 1.12% |