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% | 3.14 CHF | 3.15 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 64,288 CHF | 64,488 CHF | 99.73% | 99.73% |
19/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 61,652 CHF | 61,852 CHF | 99.92% | 99.92% |
18/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 62,892 CHF | 63,092 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 64,175 CHF | 64,375 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 63,281 CHF | 63,481 CHF | 100.00% | 100.00% |
13/11/2024 | 0.32% | 3.24 CHF | 3.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 62,917 CHF | 63,117 CHF | 99.92% | 99.92% |
12/11/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 63,990 CHF | 64,190 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 66,630 CHF | 66,830 CHF | 99.66% | 99.66% |
08/11/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 64,690 CHF | 64,890 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 63,958 CHF | 64,158 CHF | 99.70% | 99.70% |