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% | 3.73 CHF | 3.74 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 849,058 CHF | 189,180 CHF | 99.36% | 99.36% |
19/11/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 823,658 CHF | 183,535 CHF | 99.38% | 99.38% |
18/11/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 819,375 CHF | 182,583 CHF | 99.26% | 99.26% |
15/11/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 804,392 CHF | 179,254 CHF | 98.76% | 98.76% |
14/11/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 877,372 CHF | 195,472 CHF | 99.37% | 99.37% |
13/11/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 870,967 CHF | 194,048 CHF | 99.37% | 99.37% |
12/11/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 877,865 CHF | 195,581 CHF | 99.37% | 99.37% |
11/11/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 866,345 CHF | 193,021 CHF | 99.38% | 99.38% |
08/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 824,906 CHF | 183,812 CHF | 99.37% | 99.37% |
07/11/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 808,646 CHF | 180,199 CHF | 98.38% | 98.38% |