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 | 0.28% | 3.59 CHF | 3.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 179,237 CHF | 179,737 CHF | 99.97% | 99.97% |
19/11/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 179,310 CHF | 179,810 CHF | 94.16% | 94.16% |
18/11/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 177,134 CHF | 177,634 CHF | 99.89% | 99.89% |
15/11/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 176,624 CHF | 177,124 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 174,849 CHF | 175,349 CHF | 99.66% | 99.66% |
13/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,529 CHF | 174,029 CHF | 99.49% | 99.49% |
12/11/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,612 CHF | 172,112 CHF | 99.83% | 99.83% |
11/11/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,910 CHF | 172,410 CHF | 98.34% | 98.34% |
08/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 174,807 CHF | 175,307 CHF | 99.88% | 99.88% |
07/11/2024 | 0.28% | 3.53 CHF | 3.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 176,855 CHF | 177,355 CHF | 99.91% | 99.91% |