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 | 0.25% | 3.88 CHF | 3.89 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 157,594 CHF | 157,994 CHF | 99.39% | 99.39% |
19/11/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 153,753 CHF | 154,153 CHF | 99.31% | 99.31% |
18/11/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 77,344 CHF | 77,544 CHF | 99.28% | 99.28% |
15/11/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 77,401 CHF | 77,601 CHF | 99.38% | 99.38% |
14/11/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 75,806 CHF | 76,006 CHF | 99.37% | 99.37% |
13/11/2024 | 0.26% | 3.76 CHF | 3.77 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 75,554 CHF | 75,754 CHF | 99.35% | 99.35% |
12/11/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 77,761 CHF | 77,961 CHF | 99.10% | 99.10% |
11/11/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 81,049 CHF | 81,249 CHF | 99.31% | 99.31% |
08/11/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 77,249 CHF | 77,449 CHF | 99.39% | 99.39% |
07/11/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 77,476 CHF | 77,676 CHF | 99.24% | 99.24% |