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 | 0.27% | 3.61 CHF | 3.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 182,637 CHF | 183,137 CHF | 99.38% | 99.38% |
19/11/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,944 CHF | 90,194 CHF | 99.25% | 99.25% |
18/11/2024 | 0.28% | 3.67 CHF | 3.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,823 CHF | 90,073 CHF | 99.30% | 99.30% |
15/11/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 88,929 CHF | 89,179 CHF | 99.39% | 99.39% |
14/11/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 88,800 CHF | 89,050 CHF | 99.35% | 99.35% |
13/11/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 87,291 CHF | 87,541 CHF | 99.39% | 99.39% |
12/11/2024 | 0.27% | 3.53 CHF | 3.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 90,841 CHF | 91,091 CHF | 99.09% | 99.09% |
11/11/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,378 CHF | 93,628 CHF | 99.27% | 99.27% |
08/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,607 CHF | 92,857 CHF | 99.38% | 99.38% |
07/11/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,275 CHF | 93,525 CHF | 99.27% | 99.27% |