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 | 0.32% | 3.14 CHF | 3.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,794 CHF | 78,044 CHF | 99.98% | 99.98% |
19/11/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,191 CHF | 77,441 CHF | 99.70% | 99.70% |
18/11/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,178 CHF | 77,428 CHF | 99.95% | 99.95% |
15/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,817 CHF | 78,067 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.05 CHF | 3.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,929 CHF | 78,179 CHF | 99.65% | 99.65% |
13/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,821 CHF | 81,071 CHF | 99.96% | 99.96% |
12/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,091 CHF | 80,341 CHF | 99.81% | 99.81% |
11/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 78,218 CHF | 78,468 CHF | 98.39% | 98.39% |
08/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,675 CHF | 77,925 CHF | 99.80% | 99.80% |
07/11/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,151 CHF | 76,401 CHF | 99.88% | 99.88% |