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% | 3.50 CHF | 3.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,044,280 CHF | 349,094 CHF | 98.96% | 98.96% |
19/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,038,980 CHF | 347,328 CHF | 90.67% | 90.67% |
18/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,042,410 CHF | 348,470 CHF | 96.65% | 96.65% |
15/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,038,350 CHF | 347,117 CHF | 98.32% | 98.32% |
14/11/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,040,550 CHF | 347,851 CHF | 98.11% | 98.11% |
13/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,034,850 CHF | 345,949 CHF | 95.94% | 95.94% |
12/11/2024 | 0.30% | 3.43 CHF | 3.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,004,510 CHF | 335,836 CHF | 94.98% | 94.98% |
11/11/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 922,965 CHF | 308,655 CHF | 98.41% | 98.41% |
08/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 936,450 CHF | 313,150 CHF | 93.17% | 93.17% |
07/11/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 927,797 CHF | 310,266 CHF | 98.32% | 98.32% |