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 | 0.31% | 3.23 CHF | 3.24 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 195,117 CHF | 195,717 CHF | 99.73% | 99.73% |
19/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 193,295 CHF | 193,895 CHF | 99.82% | 99.82% |
18/11/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 187,851 CHF | 188,451 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 181,361 CHF | 181,961 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 3.01 CHF | 3.02 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 176,514 CHF | 177,114 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 179,071 CHF | 179,671 CHF | 99.95% | 99.95% |
12/11/2024 | 0.33% | 2.95 CHF | 2.96 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 180,782 CHF | 181,382 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 186,405 CHF | 187,005 CHF | 99.71% | 99.71% |
08/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 172,807 CHF | 173,407 CHF | 100.00% | 100.00% |
07/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 176,201 CHF | 176,801 CHF | 99.70% | 99.70% |