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 | 0.28% | 3.51 CHF | 3.52 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 169,368 CHF | 169,848 CHF | 99.48% | 99.48% |
19/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 167,844 CHF | 168,324 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 163,480 CHF | 163,960 CHF | 99.89% | 99.89% |
15/11/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,824 CHF | 165,324 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 160,736 CHF | 161,236 CHF | 98.53% | 98.53% |
13/11/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,949 CHF | 163,449 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 3.23 CHF | 3.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,305 CHF | 164,805 CHF | 99.88% | 99.88% |
11/11/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 162,365 CHF | 162,845 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,607 CHF | 158,107 CHF | 98.29% | 98.29% |
07/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 160,506 CHF | 161,006 CHF | 100.00% | 100.00% |