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% | 3.33 CHF | 3.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 84,733 CHF | 84,983 CHF | 99.37% | 99.37% |
19/11/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,936 CHF | 80,186 CHF | 99.26% | 99.26% |
18/11/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,947 CHF | 80,197 CHF | 99.30% | 99.30% |
15/11/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,305 CHF | 80,555 CHF | 99.38% | 99.38% |
14/11/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 82,100 CHF | 82,350 CHF | 99.35% | 99.35% |
13/11/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,305 CHF | 80,555 CHF | 99.36% | 99.36% |
12/11/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 84,187 CHF | 84,437 CHF | 99.07% | 99.07% |
11/11/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 86,074 CHF | 86,324 CHF | 99.26% | 99.26% |
08/11/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 84,687 CHF | 84,937 CHF | 99.39% | 99.39% |
07/11/2024 | 0.31% | 3.34 CHF | 3.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 81,499 CHF | 81,749 CHF | 99.25% | 99.25% |