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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 270,279 CHF | 271,029 CHF | 100.00% | 100.00% |
22/11/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 263,658 CHF | 264,408 CHF | 100.00% | 100.00% |
20/11/2024 | 0.29% | 3.37 CHF | 3.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 254,819 CHF | 255,569 CHF | 100.00% | 100.00% |
19/11/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 251,654 CHF | 252,404 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 242,596 CHF | 243,346 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 231,634 CHF | 232,384 CHF | 100.00% | 100.00% |
14/11/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 223,682 CHF | 224,432 CHF | 99.56% | 99.56% |
13/11/2024 | 0.34% | 3.05 CHF | 3.06 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 226,278 CHF | 227,043 CHF | 99.32% | 99.32% |
12/11/2024 | 0.43% | 3.00 CHF | 3.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 230,660 CHF | 231,660 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 3.16 CHF | 3.18 CHF | 75,000 | 75,000 | 61,884 | 61,884 | 197,906 CHF | 198,810 CHF | 100.00% | 100.00% |