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% | 3.28 CHF | 3.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 974,049 CHF | 325,683 CHF | 99.44% | 99.44% |
19/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 978,772 CHF | 327,257 CHF | 99.44% | 99.44% |
18/11/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 981,415 CHF | 328,138 CHF | 97.29% | 97.29% |
15/11/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 963,377 CHF | 322,126 CHF | 99.45% | 99.45% |
14/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 936,310 CHF | 313,103 CHF | 99.44% | 99.44% |
13/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 941,415 CHF | 314,805 CHF | 96.93% | 96.93% |
12/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 939,878 CHF | 314,293 CHF | 96.91% | 96.91% |
11/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 925,145 CHF | 309,382 CHF | 99.44% | 99.44% |
08/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 908,119 CHF | 303,706 CHF | 99.28% | 99.28% |
07/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 911,595 CHF | 304,865 CHF | 98.69% | 98.69% |