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 | 0.32% | 3.06 CHF | 3.07 CHF | 500,000 | 500,000 | 304,336 | 304,336 | 954,945 CHF | 957,988 CHF | 99.68% | 99.68% |
19/11/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 500,000 | 500,000 | 312,556 | 312,556 | 961,263 CHF | 964,388 CHF | 86.52% | 86.52% |
18/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 500,000 | 500,000 | 304,359 | 304,359 | 953,023 CHF | 956,066 CHF | 99.63% | 99.63% |
15/11/2024 | 0.31% | 3.14 CHF | 3.15 CHF | 500,000 | 500,000 | 304,310 | 304,310 | 985,846 CHF | 988,889 CHF | 99.67% | 99.67% |
14/11/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 500,000 | 500,000 | 304,336 | 304,336 | 1,005,860 CHF | 1,008,900 CHF | 99.67% | 99.67% |
13/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 500,000 | 500,000 | 305,503 | 305,503 | 981,052 CHF | 984,108 CHF | 97.58% | 97.58% |
12/11/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 500,000 | 500,000 | 305,784 | 305,784 | 964,998 CHF | 968,056 CHF | 97.05% | 97.05% |
11/11/2024 | 0.31% | 3.14 CHF | 3.15 CHF | 500,000 | 500,000 | 304,327 | 304,327 | 979,204 CHF | 982,247 CHF | 99.66% | 99.66% |
08/11/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 500,000 | 500,000 | 304,303 | 304,303 | 986,367 CHF | 989,410 CHF | 99.68% | 99.68% |
07/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 500,000 | 500,000 | 304,325 | 304,325 | 972,106 CHF | 975,149 CHF | 99.69% | 99.69% |