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% | 3.80 CHF | 3.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 186,580 CHF | 187,080 CHF | 99.39% | 99.39% |
19/11/2024 | 0.26% | 3.74 CHF | 3.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 191,207 CHF | 191,707 CHF | 99.29% | 99.29% |
18/11/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,122 CHF | 183,622 CHF | 99.28% | 99.28% |
15/11/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 181,334 CHF | 181,834 CHF | 99.39% | 99.39% |
14/11/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 190,287 CHF | 190,787 CHF | 99.38% | 99.38% |
13/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 189,019 CHF | 189,519 CHF | 99.39% | 99.39% |
12/11/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 184,253 CHF | 184,753 CHF | 99.09% | 99.09% |
11/11/2024 | 0.27% | 3.63 CHF | 3.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,934 CHF | 184,434 CHF | 99.24% | 99.24% |
08/11/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 184,510 CHF | 185,010 CHF | 99.39% | 99.39% |
07/11/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 187,878 CHF | 188,378 CHF | 99.27% | 99.27% |