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 | 300,000 | 100,000 | 300,000 | 100,000 | 1,128,230 CHF | 377,078 CHF | 99.40% | 99.40% |
19/11/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,143,050 CHF | 382,015 CHF | 99.41% | 99.41% |
18/11/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,118,140 CHF | 373,712 CHF | 97.65% | 97.65% |
15/11/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,115,950 CHF | 372,982 CHF | 99.41% | 99.41% |
14/11/2024 | 0.26% | 3.75 CHF | 3.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,133,350 CHF | 378,785 CHF | 99.41% | 99.41% |
13/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,155,050 CHF | 386,016 CHF | 96.89% | 96.89% |
12/11/2024 | 0.27% | 3.90 CHF | 3.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,129,740 CHF | 377,580 CHF | 96.90% | 96.90% |
11/11/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,073,970 CHF | 358,991 CHF | 99.38% | 99.38% |
08/11/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,081,140 CHF | 361,380 CHF | 96.65% | 96.65% |
07/11/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,044,590 CHF | 349,196 CHF | 98.71% | 98.71% |