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 | 0.30% | 3.25 CHF | 3.26 CHF | 500,000 | 500,000 | 304,307 | 304,307 | 1,010,970 CHF | 1,014,010 CHF | 99.67% | 99.67% |
19/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 500,000 | 500,000 | 312,583 | 312,583 | 1,018,860 CHF | 1,021,980 CHF | 86.53% | 86.53% |
18/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 500,000 | 500,000 | 304,357 | 304,357 | 1,009,230 CHF | 1,012,280 CHF | 99.63% | 99.63% |
15/11/2024 | 0.29% | 3.32 CHF | 3.33 CHF | 500,000 | 500,000 | 304,332 | 304,332 | 1,042,100 CHF | 1,045,150 CHF | 99.68% | 99.68% |
14/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 500,000 | 500,000 | 304,340 | 304,340 | 1,061,980 CHF | 1,065,020 CHF | 99.66% | 99.66% |
13/11/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 500,000 | 500,000 | 306,517 | 306,517 | 1,040,310 CHF | 1,043,380 CHF | 95.83% | 95.83% |
12/11/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 500,000 | 500,000 | 305,796 | 305,796 | 1,021,140 CHF | 1,024,190 CHF | 97.07% | 97.07% |
11/11/2024 | 0.29% | 3.33 CHF | 3.34 CHF | 500,000 | 500,000 | 304,342 | 304,342 | 1,034,800 CHF | 1,037,840 CHF | 99.66% | 99.66% |
08/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 500,000 | 500,000 | 304,328 | 304,328 | 1,041,630 CHF | 1,044,670 CHF | 99.69% | 99.69% |
07/11/2024 | 0.30% | 3.43 CHF | 3.44 CHF | 500,000 | 500,000 | 304,297 | 304,297 | 1,027,200 CHF | 1,030,240 CHF | 99.67% | 99.67% |