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% | 3.12 CHF | 3.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,415,550 CHF | 473,349 CHF | 99.44% | 99.44% |
19/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,420,260 CHF | 474,919 CHF | 98.95% | 98.95% |
18/11/2024 | 0.32% | 3.20 CHF | 3.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,418,760 CHF | 474,418 CHF | 97.57% | 97.57% |
15/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,417,740 CHF | 474,080 CHF | 99.44% | 99.44% |
14/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,396,140 CHF | 466,881 CHF | 99.44% | 99.44% |
13/11/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,356,070 CHF | 453,523 CHF | 97.08% | 97.08% |
12/11/2024 | 0.32% | 3.00 CHF | 3.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,382,900 CHF | 462,466 CHF | 96.89% | 96.89% |
11/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,416,760 CHF | 473,754 CHF | 99.47% | 99.47% |
08/11/2024 | 0.31% | 3.13 CHF | 3.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,428,790 CHF | 477,763 CHF | 90.61% | 90.61% |
07/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,460,350 CHF | 488,284 CHF | 98.68% | 98.68% |