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% | 3.30 CHF | 3.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,269 CHF | 161,769 CHF | 99.39% | 99.39% |
19/11/2024 | 0.30% | 3.23 CHF | 3.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,934 CHF | 166,434 CHF | 99.29% | 99.29% |
18/11/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,786 CHF | 158,286 CHF | 99.30% | 99.30% |
15/11/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 155,921 CHF | 156,421 CHF | 99.39% | 99.39% |
14/11/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,906 CHF | 165,406 CHF | 99.38% | 99.38% |
13/11/2024 | 0.31% | 3.34 CHF | 3.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,627 CHF | 164,127 CHF | 99.39% | 99.39% |
12/11/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 158,878 CHF | 159,378 CHF | 99.10% | 99.10% |
11/11/2024 | 0.31% | 3.13 CHF | 3.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 158,498 CHF | 158,998 CHF | 99.25% | 99.25% |
08/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 159,060 CHF | 159,560 CHF | 99.38% | 99.38% |
07/11/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,329 CHF | 162,829 CHF | 99.30% | 99.30% |