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% | 3.31 CHF | 3.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 981,811 CHF | 328,270 CHF | 99.41% | 99.41% |
19/11/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 996,769 CHF | 333,256 CHF | 99.41% | 99.41% |
18/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 971,352 CHF | 324,784 CHF | 97.55% | 97.55% |
15/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 968,747 CHF | 323,916 CHF | 99.41% | 99.41% |
14/11/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 986,400 CHF | 329,800 CHF | 99.41% | 99.41% |
13/11/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,008,160 CHF | 337,055 CHF | 96.99% | 96.99% |
12/11/2024 | 0.30% | 3.41 CHF | 3.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 982,952 CHF | 328,651 CHF | 96.86% | 96.86% |
11/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 926,902 CHF | 309,967 CHF | 99.38% | 99.38% |
08/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 933,826 CHF | 312,275 CHF | 96.65% | 96.65% |
07/11/2024 | 0.33% | 2.92 CHF | 2.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 896,715 CHF | 299,905 CHF | 98.71% | 98.71% |