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% | 3.78 CHF | 3.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 187,154 CHF | 187,654 CHF | 99.38% | 99.38% |
19/11/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 188,209 CHF | 188,709 CHF | 99.27% | 99.27% |
18/11/2024 | 0.28% | 3.65 CHF | 3.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 179,204 CHF | 179,704 CHF | 99.31% | 99.31% |
15/11/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 180,789 CHF | 181,289 CHF | 99.39% | 99.39% |
14/11/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 192,052 CHF | 192,552 CHF | 99.35% | 99.35% |
13/11/2024 | 0.25% | 3.89 CHF | 3.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 196,847 CHF | 197,347 CHF | 99.39% | 99.39% |
12/11/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 191,431 CHF | 191,931 CHF | 99.08% | 99.08% |
11/11/2024 | 0.26% | 3.69 CHF | 3.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 189,638 CHF | 190,138 CHF | 99.30% | 99.30% |
08/11/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 212,855 CHF | 213,355 CHF | 99.38% | 99.38% |
07/11/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 208,075 CHF | 208,575 CHF | 99.29% | 99.29% |