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 | 0.25% | 3.97 CHF | 3.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 301,720 CHF | 302,470 CHF | 100.00% | 100.00% |
19/11/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 298,646 CHF | 299,396 CHF | 100.00% | 100.00% |
18/11/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 297,639 CHF | 298,389 CHF | 100.00% | 100.00% |
15/11/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 294,444 CHF | 295,194 CHF | 100.00% | 100.00% |
14/11/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 287,236 CHF | 287,986 CHF | 99.57% | 99.57% |
13/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 278,696 CHF | 279,448 CHF | 99.32% | 99.32% |
12/11/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 280,205 CHF | 280,955 CHF | 100.00% | 100.00% |
11/11/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 287,633 CHF | 288,383 CHF | 100.00% | 100.00% |
08/11/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 278,976 CHF | 279,726 CHF | 100.00% | 100.00% |
07/11/2024 | 0.27% | 3.82 CHF | 3.83 CHF | 75,000 | 75,000 | 73,704 | 73,704 | 283,037 CHF | 283,800 CHF | 99.13% | 99.13% |