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 | 0.25% | 3.83 CHF | 3.84 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 492,936 CHF | 494,186 CHF | 99.46% | 99.46% |
19/11/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 475,956 CHF | 477,206 CHF | 97.03% | 97.03% |
18/11/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 471,733 CHF | 472,983 CHF | 99.35% | 99.35% |
15/11/2024 | 0.26% | 3.70 CHF | 3.71 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 479,033 CHF | 480,283 CHF | 99.48% | 99.48% |
14/11/2024 | 0.25% | 3.89 CHF | 3.90 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 503,008 CHF | 504,258 CHF | 99.47% | 99.47% |
13/11/2024 | 0.24% | 4.03 CHF | 4.04 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 511,735 CHF | 512,985 CHF | 99.32% | 99.32% |
12/11/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 507,414 CHF | 508,664 CHF | 99.16% | 99.16% |
11/11/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 499,630 CHF | 500,880 CHF | 99.38% | 99.38% |
08/11/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 501,190 CHF | 502,440 CHF | 99.49% | 99.49% |
07/11/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 492,180 CHF | 493,430 CHF | 99.31% | 99.31% |