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 | 0.32% | 3.02 CHF | 3.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 231,104 CHF | 231,854 CHF | 99.80% | 99.80% |
19/11/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 210,549 CHF | 211,299 CHF | 99.78% | 99.78% |
18/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 213,077 CHF | 213,827 CHF | 100.00% | 100.00% |
15/11/2024 | 0.34% | 2.86 CHF | 2.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 217,453 CHF | 218,203 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 221,402 CHF | 222,152 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 226,058 CHF | 226,808 CHF | 99.94% | 99.94% |
12/11/2024 | 0.32% | 3.01 CHF | 3.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 234,765 CHF | 235,515 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 243,279 CHF | 244,029 CHF | 99.78% | 99.78% |
08/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 231,531 CHF | 232,281 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 233,821 CHF | 234,571 CHF | 99.70% | 99.70% |