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% | 3.88 CHF | 3.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,172,650 CHF | 391,883 CHF | 99.44% | 99.44% |
19/11/2024 | 0.27% | 3.85 CHF | 3.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,124,190 CHF | 375,730 CHF | 99.44% | 99.44% |
18/11/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,113,790 CHF | 372,262 CHF | 97.70% | 97.70% |
15/11/2024 | 0.25% | 3.77 CHF | 3.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,191,570 CHF | 398,191 CHF | 99.45% | 99.45% |
14/11/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,234,090 CHF | 412,363 CHF | 99.44% | 99.44% |
13/11/2024 | 0.24% | 4.05 CHF | 4.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,250,600 CHF | 417,866 CHF | 92.90% | 92.90% |
12/11/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,273,330 CHF | 425,443 CHF | 96.88% | 96.88% |
11/11/2024 | 0.22% | 4.33 CHF | 4.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,334,910 CHF | 445,969 CHF | 99.47% | 99.47% |
08/11/2024 | 0.22% | 4.44 CHF | 4.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,372,310 CHF | 458,436 CHF | 91.33% | 91.33% |
07/11/2024 | 0.24% | 4.67 CHF | 4.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,256,720 CHF | 419,908 CHF | 98.71% | 98.71% |