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% | 3.24 CHF | 3.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 160,730 CHF | 161,230 CHF | 99.38% | 99.38% |
19/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,121 CHF | 156,621 CHF | 99.28% | 99.28% |
18/11/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,012 CHF | 153,512 CHF | 99.31% | 99.31% |
15/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 152,629 CHF | 153,129 CHF | 99.39% | 99.39% |
14/11/2024 | 0.32% | 3.05 CHF | 3.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,847 CHF | 154,347 CHF | 99.37% | 99.37% |
13/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,616 CHF | 154,116 CHF | 99.36% | 99.36% |
12/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,259 CHF | 149,759 CHF | 99.10% | 99.10% |
11/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 150,112 CHF | 150,612 CHF | 99.28% | 99.28% |
08/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 150,101 CHF | 150,601 CHF | 99.38% | 99.38% |
07/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 148,858 CHF | 149,358 CHF | 99.27% | 99.27% |