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% | 3.14 CHF | 3.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 781,757 CHF | 313,703 CHF | 99.38% | 99.38% |
19/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 779,934 CHF | 312,974 CHF | 99.38% | 99.38% |
18/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 755,451 CHF | 303,180 CHF | 99.38% | 99.38% |
15/11/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 757,620 CHF | 304,048 CHF | 99.37% | 99.37% |
14/11/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 753,064 CHF | 302,226 CHF | 99.38% | 99.38% |
13/11/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 765,023 CHF | 307,009 CHF | 99.38% | 99.38% |
12/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 757,581 CHF | 304,033 CHF | 99.11% | 99.11% |
11/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 737,187 CHF | 295,875 CHF | 99.38% | 99.38% |
08/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 739,222 CHF | 296,689 CHF | 99.38% | 99.38% |
07/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 729,621 CHF | 292,848 CHF | 98.69% | 98.69% |