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 | 0.55% | 3.48 CHF | 3.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 178,873 CHF | 179,862 CHF | 99.28% | 99.28% |
19/11/2024 | 0.58% | 3.47 CHF | 3.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,319 CHF | 172,310 CHF | 98.46% | 98.46% |
18/11/2024 | 0.63% | 3.53 CHF | 3.55 CHF | 50,000 | 50,000 | 43,383 | 43,383 | 152,818 CHF | 153,730 CHF | 100.00% | 100.00% |
15/11/2024 | 0.54% | 3.68 CHF | 3.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 184,166 CHF | 185,166 CHF | 100.00% | 100.00% |
14/11/2024 | 0.54% | 3.73 CHF | 3.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 185,160 CHF | 186,160 CHF | 99.22% | 99.22% |
13/11/2024 | 0.56% | 3.60 CHF | 3.62 CHF | 50,000 | 50,000 | 49,438 | 49,438 | 176,376 CHF | 177,369 CHF | 97.43% | 97.43% |
12/11/2024 | 0.54% | 3.55 CHF | 3.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 184,978 CHF | 185,987 CHF | 100.00% | 100.00% |
11/11/2024 | 0.54% | 3.84 CHF | 3.86 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 185,927 CHF | 186,915 CHF | 100.00% | 100.00% |
08/11/2024 | 0.54% | 3.67 CHF | 3.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,411 CHF | 184,411 CHF | 96.01% | 96.01% |
07/11/2024 | 0.55% | 3.72 CHF | 3.74 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 179,969 CHF | 180,949 CHF | 98.73% | 98.73% |