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% | 3.44 CHF | 3.45 CHF | 250,000 | 250,000 | 92,127 | 92,127 | 320,171 CHF | 321,095 CHF | 94.81% | 94.81% |
19/11/2024 | 0.73% | 3.37 CHF | 3.38 CHF | 250,000 | 250,000 | 78,315 | 78,315 | 259,205 CHF | 260,404 CHF | 90.30% | 90.30% |
18/11/2024 | 0.32% | 3.23 CHF | 3.24 CHF | 250,000 | 250,000 | 95,667 | 95,667 | 304,857 CHF | 305,815 CHF | 87.35% | 87.35% |
15/11/2024 | 0.29% | 3.36 CHF | 3.37 CHF | 250,000 | 250,000 | 91,874 | 91,874 | 315,039 CHF | 315,960 CHF | 92.83% | 92.83% |
14/11/2024 | 0.29% | 3.61 CHF | 3.62 CHF | 230,000 | 230,000 | 87,616 | 87,616 | 312,116 CHF | 312,996 CHF | 93.44% | 93.44% |
13/11/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 250,000 | 250,000 | 88,160 | 88,160 | 313,487 CHF | 314,370 CHF | 90.89% | 90.89% |
12/11/2024 | 0.68% | 3.55 CHF | 3.56 CHF | 230,000 | 230,000 | 63,843 | 63,843 | 224,057 CHF | 225,149 CHF | 93.27% | 93.27% |
11/11/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 250,000 | 250,000 | 89,878 | 89,878 | 313,364 CHF | 314,267 CHF | 92.71% | 92.71% |
08/11/2024 | 0.34% | 3.50 CHF | 3.51 CHF | 250,000 | 250,000 | 87,639 | 87,639 | 308,745 CHF | 309,634 CHF | 91.34% | 91.34% |
07/11/2024 | 0.30% | 3.50 CHF | 3.51 CHF | 250,000 | 250,000 | 95,252 | 95,252 | 330,424 CHF | 331,381 CHF | 97.01% | 97.01% |