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 | 0.85% | 3.39 CHF | 3.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 174,492 CHF | 175,977 CHF | 99.28% | 99.28% |
19/11/2024 | 0.59% | 3.38 CHF | 3.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 166,816 CHF | 167,810 CHF | 98.46% | 98.46% |
18/11/2024 | 0.64% | 3.44 CHF | 3.46 CHF | 50,000 | 50,000 | 43,383 | 43,383 | 149,252 CHF | 150,164 CHF | 100.00% | 100.00% |
15/11/2024 | 0.55% | 3.60 CHF | 3.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 180,533 CHF | 181,533 CHF | 100.00% | 100.00% |
14/11/2024 | 0.55% | 3.67 CHF | 3.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 181,372 CHF | 182,372 CHF | 65.38% | 65.38% |
13/11/2024 | 0.58% | 3.53 CHF | 3.55 CHF | 50,000 | 50,000 | 49,437 | 49,437 | 172,564 CHF | 173,557 CHF | 97.42% | 97.42% |
12/11/2024 | 0.55% | 3.47 CHF | 3.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 181,386 CHF | 182,391 CHF | 100.00% | 100.00% |
11/11/2024 | 0.55% | 3.77 CHF | 3.79 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 182,620 CHF | 183,607 CHF | 100.00% | 100.00% |
08/11/2024 | 0.56% | 3.59 CHF | 3.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 179,573 CHF | 180,573 CHF | 96.01% | 96.01% |
07/11/2024 | 0.56% | 3.65 CHF | 3.67 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 176,443 CHF | 177,423 CHF | 98.73% | 98.73% |