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 | 0.31% | 3.27 CHF | 3.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,828 CHF | 81,078 CHF | 99.73% | 99.73% |
19/11/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,674 CHF | 80,924 CHF | 99.85% | 99.85% |
18/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,065 CHF | 79,315 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,951 CHF | 78,201 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,783 CHF | 78,033 CHF | 100.00% | 100.00% |
13/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 78,774 CHF | 79,024 CHF | 99.94% | 99.94% |
12/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,896 CHF | 78,146 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,606 CHF | 75,856 CHF | 99.67% | 99.67% |
08/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,883 CHF | 76,133 CHF | 100.00% | 100.00% |
07/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,333 CHF | 73,583 CHF | 99.69% | 99.69% |