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% | 4.04 CHF | 4.05 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 401,668 CHF | 201,334 CHF | 98.55% | 98.55% |
19/11/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 392,386 CHF | 196,693 CHF | 97.19% | 97.19% |
18/11/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 386,414 CHF | 193,707 CHF | 95.52% | 95.52% |
15/11/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 385,906 CHF | 193,453 CHF | 95.85% | 95.85% |
14/11/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 388,220 CHF | 194,610 CHF | 98.70% | 98.70% |
13/11/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 387,803 CHF | 194,401 CHF | 95.41% | 95.41% |
12/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 379,004 CHF | 190,002 CHF | 96.54% | 96.54% |
11/11/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 380,826 CHF | 190,913 CHF | 97.97% | 97.97% |
08/11/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 381,133 CHF | 191,066 CHF | 93.03% | 93.03% |
07/11/2024 | 0.26% | 3.75 CHF | 3.76 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 378,855 CHF | 189,928 CHF | 97.71% | 97.71% |