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% | 3.43 CHF | 3.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,835 CHF | 169,335 CHF | 99.39% | 99.39% |
19/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,773 CHF | 172,273 CHF | 99.30% | 99.30% |
18/11/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,026 CHF | 165,526 CHF | 99.31% | 99.31% |
15/11/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,296 CHF | 165,796 CHF | 99.39% | 99.39% |
14/11/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 172,480 CHF | 172,980 CHF | 99.35% | 99.35% |
13/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 170,881 CHF | 171,381 CHF | 99.39% | 99.39% |
12/11/2024 | 0.30% | 3.45 CHF | 3.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 166,507 CHF | 167,007 CHF | 99.10% | 99.10% |
11/11/2024 | 0.33% | 3.11 CHF | 3.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 151,747 CHF | 152,247 CHF | 99.30% | 99.30% |
08/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 159,192 CHF | 159,692 CHF | 99.39% | 99.39% |
07/11/2024 | 0.34% | 2.81 CHF | 2.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 145,222 CHF | 145,722 CHF | 99.29% | 99.29% |