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 | 0.30% | 3.35 CHF | 3.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,520,580 CHF | 508,359 CHF | 99.44% | 99.44% |
19/11/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,525,100 CHF | 509,866 CHF | 98.95% | 98.95% |
18/11/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,524,020 CHF | 509,505 CHF | 97.64% | 97.64% |
15/11/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,523,170 CHF | 509,225 CHF | 99.44% | 99.44% |
14/11/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,501,460 CHF | 501,987 CHF | 99.44% | 99.44% |
13/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,461,390 CHF | 488,628 CHF | 96.92% | 96.92% |
12/11/2024 | 0.30% | 3.24 CHF | 3.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,487,980 CHF | 497,493 CHF | 97.01% | 97.01% |
11/11/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,522,140 CHF | 508,881 CHF | 99.47% | 99.47% |
08/11/2024 | 0.29% | 3.36 CHF | 3.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,534,230 CHF | 512,909 CHF | 90.61% | 90.61% |
07/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,566,170 CHF | 523,555 CHF | 98.70% | 98.70% |