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 | 0.62% | 3.11 CHF | 3.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 160,231 CHF | 161,219 CHF | 99.28% | 99.28% |
19/11/2024 | 0.64% | 3.10 CHF | 3.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 152,828 CHF | 153,816 CHF | 98.46% | 98.46% |
18/11/2024 | 0.70% | 3.15 CHF | 3.17 CHF | 50,000 | 50,000 | 43,383 | 43,383 | 136,636 CHF | 137,548 CHF | 100.00% | 100.00% |
15/11/2024 | 0.60% | 3.30 CHF | 3.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,355 CHF | 166,355 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 3.35 CHF | 3.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 166,305 CHF | 167,305 CHF | 99.22% | 99.22% |
13/11/2024 | 0.63% | 3.23 CHF | 3.25 CHF | 50,000 | 50,000 | 49,438 | 49,438 | 157,869 CHF | 158,862 CHF | 97.43% | 97.43% |
12/11/2024 | 0.61% | 3.17 CHF | 3.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 166,154 CHF | 167,166 CHF | 100.00% | 100.00% |
11/11/2024 | 0.59% | 3.46 CHF | 3.48 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 167,496 CHF | 168,484 CHF | 100.00% | 100.00% |
08/11/2024 | 0.61% | 3.29 CHF | 3.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,636 CHF | 165,636 CHF | 96.01% | 96.01% |
07/11/2024 | 0.61% | 3.34 CHF | 3.36 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 161,739 CHF | 162,718 CHF | 98.73% | 98.73% |