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 | 0.29% | 3.36 CHF | 3.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,038,070 CHF | 681,358 CHF | 98.92% | 98.92% |
19/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,980,240 CHF | 662,079 CHF | 90.71% | 90.71% |
18/11/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,983,540 CHF | 663,179 CHF | 97.21% | 97.21% |
15/11/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,989,140 CHF | 665,045 CHF | 98.31% | 98.31% |
14/11/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,010,280 CHF | 672,092 CHF | 99.01% | 99.01% |
13/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,989,230 CHF | 665,078 CHF | 96.41% | 96.41% |
12/11/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,033,690 CHF | 679,897 CHF | 96.52% | 96.52% |
11/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,058,010 CHF | 688,004 CHF | 98.98% | 98.98% |
08/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,044,190 CHF | 683,395 CHF | 98.92% | 98.92% |
07/11/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,009,290 CHF | 671,764 CHF | 98.28% | 98.28% |