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 | 0.27% | 3.75 CHF | 3.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 279,676 CHF | 280,426 CHF | 99.73% | 99.73% |
19/11/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 279,134 CHF | 279,884 CHF | 99.85% | 99.85% |
18/11/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 271,773 CHF | 272,523 CHF | 100.00% | 100.00% |
15/11/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 272,386 CHF | 273,136 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 271,015 CHF | 271,765 CHF | 100.00% | 100.00% |
13/11/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 274,545 CHF | 275,295 CHF | 99.93% | 99.93% |
12/11/2024 | 0.28% | 3.65 CHF | 3.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 272,321 CHF | 273,071 CHF | 100.00% | 100.00% |
11/11/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 266,191 CHF | 266,941 CHF | 99.65% | 99.65% |
08/11/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 266,767 CHF | 267,517 CHF | 100.00% | 100.00% |
07/11/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 263,882 CHF | 264,632 CHF | 99.70% | 99.70% |