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 | 0.26% | 3.84 CHF | 3.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 78,288 CHF | 78,488 CHF | 99.73% | 99.73% |
19/11/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 75,632 CHF | 75,832 CHF | 99.86% | 99.86% |
18/11/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 76,892 CHF | 77,092 CHF | 100.00% | 100.00% |
15/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 78,157 CHF | 78,357 CHF | 100.00% | 100.00% |
14/11/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 77,259 CHF | 77,459 CHF | 100.00% | 100.00% |
13/11/2024 | 0.26% | 3.94 CHF | 3.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 76,896 CHF | 77,096 CHF | 99.92% | 99.92% |
12/11/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 77,972 CHF | 78,172 CHF | 100.00% | 100.00% |
11/11/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 80,593 CHF | 80,793 CHF | 99.66% | 99.66% |
08/11/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 78,672 CHF | 78,872 CHF | 100.00% | 100.00% |
07/11/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 77,939 CHF | 78,139 CHF | 99.70% | 99.70% |