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 | 0.31% | 3.07 CHF | 3.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 952,090 CHF | 318,363 CHF | 91.42% | 91.42% |
19/11/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 927,682 CHF | 310,227 CHF | 99.43% | 99.43% |
18/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 942,259 CHF | 315,086 CHF | 97.40% | 97.40% |
15/11/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 978,771 CHF | 327,257 CHF | 99.44% | 99.44% |
14/11/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 993,849 CHF | 332,283 CHF | 99.42% | 99.42% |
13/11/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 968,148 CHF | 323,716 CHF | 94.68% | 94.68% |
12/11/2024 | 0.32% | 3.20 CHF | 3.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 947,790 CHF | 316,930 CHF | 96.85% | 96.85% |
11/11/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 969,227 CHF | 324,076 CHF | 99.44% | 99.44% |
08/11/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 975,848 CHF | 326,283 CHF | 99.25% | 99.25% |
07/11/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 961,024 CHF | 321,341 CHF | 98.67% | 98.67% |