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 | 0.29% | 3.51 CHF | 3.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,044,360 CHF | 349,120 CHF | 98.97% | 98.97% |
19/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,039,120 CHF | 347,372 CHF | 90.65% | 90.65% |
18/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,042,610 CHF | 348,536 CHF | 97.18% | 97.18% |
15/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,038,480 CHF | 347,161 CHF | 98.33% | 98.33% |
14/11/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,040,700 CHF | 347,899 CHF | 98.11% | 98.11% |
13/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,035,000 CHF | 345,999 CHF | 95.95% | 95.95% |
12/11/2024 | 0.30% | 3.43 CHF | 3.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,004,670 CHF | 335,891 CHF | 95.15% | 95.15% |
11/11/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 923,110 CHF | 308,703 CHF | 98.39% | 98.39% |
08/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 936,631 CHF | 313,210 CHF | 93.15% | 93.15% |
07/11/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 927,936 CHF | 310,312 CHF | 98.29% | 98.29% |