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 | 0.28% | 3.61 CHF | 3.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 179,355 CHF | 179,855 CHF | 99.39% | 99.39% |
19/11/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 174,741 CHF | 175,241 CHF | 99.29% | 99.29% |
18/11/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,685 CHF | 172,185 CHF | 99.31% | 99.31% |
15/11/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,315 CHF | 171,815 CHF | 99.39% | 99.39% |
14/11/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 172,521 CHF | 173,021 CHF | 99.36% | 99.36% |
13/11/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 172,329 CHF | 172,829 CHF | 99.36% | 99.36% |
12/11/2024 | 0.30% | 3.41 CHF | 3.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 167,938 CHF | 168,438 CHF | 99.10% | 99.10% |
11/11/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,788 CHF | 169,288 CHF | 99.22% | 99.22% |
08/11/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,871 CHF | 169,371 CHF | 99.39% | 99.39% |
07/11/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 167,713 CHF | 168,213 CHF | 99.27% | 99.27% |