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 | 0.30% | 3.37 CHF | 3.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 251,517 CHF | 252,267 CHF | 100.00% | 100.00% |
22/11/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 249,388 CHF | 250,138 CHF | 100.00% | 100.00% |
20/11/2024 | 0.33% | 2.95 CHF | 2.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 225,220 CHF | 225,970 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 222,146 CHF | 222,896 CHF | 100.00% | 100.00% |
18/11/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 221,139 CHF | 221,889 CHF | 100.00% | 100.00% |
15/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 218,087 CHF | 218,837 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.88 CHF | 2.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 210,864 CHF | 211,614 CHF | 99.57% | 99.57% |
13/11/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 202,767 CHF | 203,518 CHF | 99.32% | 99.32% |
12/11/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 203,844 CHF | 204,594 CHF | 100.00% | 100.00% |
11/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 211,270 CHF | 212,020 CHF | 100.00% | 100.00% |