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 | 0.26% | 3.74 CHF | 3.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 283,759 CHF | 284,509 CHF | 99.39% | 99.39% |
19/11/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 280,904 CHF | 281,654 CHF | 99.28% | 99.28% |
18/11/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 285,768 CHF | 286,518 CHF | 99.30% | 99.30% |
15/11/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 285,855 CHF | 286,605 CHF | 99.39% | 99.39% |
14/11/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 282,599 CHF | 283,349 CHF | 99.35% | 99.35% |
13/11/2024 | 0.26% | 3.74 CHF | 3.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 284,349 CHF | 285,099 CHF | 99.38% | 99.38% |
12/11/2024 | 0.26% | 3.72 CHF | 3.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 283,838 CHF | 284,588 CHF | 99.09% | 99.09% |
11/11/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 291,678 CHF | 292,428 CHF | 99.31% | 99.31% |
08/11/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 288,477 CHF | 289,227 CHF | 99.39% | 99.39% |
07/11/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 293,345 CHF | 294,095 CHF | 99.30% | 99.30% |