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 | 75,000 | 75,000 | 75,000 | 75,000 | 257,887 CHF | 258,637 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 3.37 CHF | 3.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 254,873 CHF | 255,623 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 3.42 CHF | 3.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 253,825 CHF | 254,575 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 250,611 CHF | 251,361 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 243,395 CHF | 244,145 CHF | 99.57% | 99.57% |
13/11/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 235,228 CHF | 235,983 CHF | 99.32% | 99.32% |
12/11/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 236,368 CHF | 237,118 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 244,001 CHF | 244,751 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 235,150 CHF | 235,900 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 3.24 CHF | 3.25 CHF | 75,000 | 75,000 | 73,704 | 73,704 | 240,138 CHF | 240,901 CHF | 99.13% | 99.13% |