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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.58% | 3.47 CHF | 3.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 258,994 CHF | 260,494 CHF | 99.90% | 99.90% |
22/11/2024 | 0.58% | 3.47 CHF | 3.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 256,801 CHF | 258,301 CHF | 99.58% | 99.58% |
20/11/2024 | 0.64% | 3.05 CHF | 3.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 232,901 CHF | 234,401 CHF | 98.82% | 98.82% |
19/11/2024 | 0.65% | 3.04 CHF | 3.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 229,824 CHF | 231,324 CHF | 99.94% | 99.94% |
18/11/2024 | 0.72% | 3.09 CHF | 3.11 CHF | 75,000 | 75,000 | 69,764 | 69,764 | 212,730 CHF | 214,230 CHF | 98.08% | 98.08% |
15/11/2024 | 0.66% | 3.04 CHF | 3.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 225,553 CHF | 227,053 CHF | 100.00% | 100.00% |
14/11/2024 | 0.68% | 2.98 CHF | 3.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 218,601 CHF | 220,101 CHF | 99.57% | 99.57% |
13/11/2024 | 0.71% | 2.84 CHF | 2.86 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 210,769 CHF | 212,267 CHF | 99.32% | 99.32% |
12/11/2024 | 0.71% | 2.75 CHF | 2.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 211,799 CHF | 213,299 CHF | 99.36% | 99.36% |
11/11/2024 | 0.68% | 2.93 CHF | 2.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 219,073 CHF | 220,573 CHF | 95.09% | 95.09% |