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 | 0.28% | 3.61 CHF | 3.62 CHF | 250,000 | 250,000 | 89,938 | 89,938 | 328,541 CHF | 329,443 CHF | 95.06% | 95.06% |
19/11/2024 | 0.69% | 3.54 CHF | 3.55 CHF | 250,000 | 250,000 | 78,370 | 78,370 | 273,130 CHF | 274,328 CHF | 87.72% | 87.72% |
18/11/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 250,000 | 250,000 | 95,616 | 95,616 | 321,360 CHF | 322,318 CHF | 88.14% | 88.14% |
15/11/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 250,000 | 250,000 | 93,313 | 93,313 | 336,269 CHF | 337,203 CHF | 94.00% | 94.00% |
14/11/2024 | 0.28% | 3.78 CHF | 3.79 CHF | 230,000 | 230,000 | 87,677 | 87,677 | 327,745 CHF | 328,625 CHF | 93.33% | 93.33% |
13/11/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 250,000 | 250,000 | 87,663 | 87,663 | 327,001 CHF | 327,879 CHF | 92.10% | 92.10% |
12/11/2024 | 0.65% | 3.73 CHF | 3.74 CHF | 230,000 | 230,000 | 63,685 | 63,685 | 234,591 CHF | 235,679 CHF | 92.56% | 92.56% |
11/11/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 250,000 | 250,000 | 90,642 | 90,642 | 331,844 CHF | 332,754 CHF | 92.85% | 92.85% |
08/11/2024 | 0.32% | 3.67 CHF | 3.68 CHF | 250,000 | 250,000 | 88,660 | 88,660 | 327,682 CHF | 328,582 CHF | 92.02% | 92.02% |
07/11/2024 | 0.28% | 3.67 CHF | 3.68 CHF | 250,000 | 250,000 | 94,966 | 94,966 | 345,830 CHF | 346,783 CHF | 96.63% | 96.63% |