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% | 3.42 CHF | 3.43 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 165,190 CHF | 165,670 CHF | 99.44% | 99.44% |
19/11/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 163,707 CHF | 164,187 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 159,344 CHF | 159,824 CHF | 99.88% | 99.88% |
15/11/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 160,569 CHF | 161,069 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.20 CHF | 3.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,527 CHF | 157,027 CHF | 98.52% | 98.52% |
13/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 158,710 CHF | 159,210 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 3.14 CHF | 3.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 160,074 CHF | 160,574 CHF | 99.90% | 99.90% |
11/11/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 158,247 CHF | 158,727 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,412 CHF | 153,912 CHF | 98.30% | 98.30% |
07/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,259 CHF | 156,759 CHF | 100.00% | 100.00% |