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 | 600,000 | 200,000 | 600,000 | 200,000 | 2,127,930 CHF | 711,311 CHF | 98.95% | 98.95% |
19/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,070,030 CHF | 692,009 CHF | 90.71% | 90.71% |
18/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,073,550 CHF | 693,184 CHF | 97.15% | 97.15% |
15/11/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,079,240 CHF | 695,082 CHF | 98.31% | 98.31% |
14/11/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,100,280 CHF | 702,092 CHF | 99.02% | 99.02% |
13/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,079,240 CHF | 695,080 CHF | 96.56% | 96.56% |
12/11/2024 | 0.28% | 3.53 CHF | 3.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,123,670 CHF | 709,891 CHF | 96.47% | 96.47% |
11/11/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,148,100 CHF | 718,032 CHF | 98.99% | 98.99% |
08/11/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,134,420 CHF | 713,473 CHF | 98.91% | 98.91% |
07/11/2024 | 0.29% | 3.54 CHF | 3.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,099,850 CHF | 701,949 CHF | 98.28% | 98.28% |