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% | 3.79 CHF | 3.80 CHF | 250,000 | 250,000 | 92,601 | 92,601 | 354,270 CHF | 355,198 CHF | 95.09% | 95.09% |
19/11/2024 | 0.66% | 3.72 CHF | 3.73 CHF | 250,000 | 250,000 | 77,684 | 77,684 | 284,235 CHF | 285,430 CHF | 89.43% | 89.43% |
18/11/2024 | 0.29% | 3.58 CHF | 3.59 CHF | 250,000 | 250,000 | 96,537 | 96,537 | 341,398 CHF | 342,365 CHF | 86.09% | 86.09% |
15/11/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 250,000 | 250,000 | 93,865 | 93,865 | 354,695 CHF | 355,635 CHF | 92.90% | 92.90% |
14/11/2024 | 0.26% | 3.96 CHF | 3.97 CHF | 230,000 | 230,000 | 87,456 | 87,456 | 342,307 CHF | 343,184 CHF | 93.50% | 93.50% |
13/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 250,000 | 250,000 | 87,383 | 87,383 | 341,324 CHF | 342,199 CHF | 89.80% | 89.80% |
12/11/2024 | 0.62% | 3.90 CHF | 3.91 CHF | 230,000 | 230,000 | 63,766 | 63,766 | 246,034 CHF | 247,127 CHF | 93.07% | 93.07% |
11/11/2024 | 0.27% | 3.81 CHF | 3.82 CHF | 250,000 | 250,000 | 88,768 | 88,768 | 340,531 CHF | 341,423 CHF | 92.29% | 92.29% |
08/11/2024 | 0.31% | 3.85 CHF | 3.86 CHF | 250,000 | 250,000 | 88,269 | 88,269 | 341,459 CHF | 342,354 CHF | 91.29% | 91.29% |
07/11/2024 | 0.27% | 3.84 CHF | 3.85 CHF | 250,000 | 250,000 | 95,572 | 95,572 | 364,623 CHF | 365,582 CHF | 97.27% | 97.27% |