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% | 3.21 CHF | 3.22 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 192,755 CHF | 193,355 CHF | 99.73% | 99.73% |
19/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 187,729 CHF | 188,329 CHF | 99.84% | 99.84% |
18/11/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 193,596 CHF | 194,196 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 3.25 CHF | 3.26 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 196,836 CHF | 197,436 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 3.33 CHF | 3.34 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 195,405 CHF | 196,005 CHF | 99.96% | 99.96% |
13/11/2024 | 0.32% | 3.20 CHF | 3.21 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 188,734 CHF | 189,334 CHF | 99.95% | 99.95% |
12/11/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 200,249 CHF | 200,849 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 202,585 CHF | 203,185 CHF | 99.65% | 99.65% |
08/11/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 197,588 CHF | 198,188 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 199,931 CHF | 200,531 CHF | 99.70% | 99.70% |