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 | 0.31% | 3.21 CHF | 3.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 972,314 CHF | 325,105 CHF | 99.44% | 99.44% |
19/11/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 924,697 CHF | 309,232 CHF | 99.44% | 99.44% |
18/11/2024 | 0.33% | 3.12 CHF | 3.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 913,377 CHF | 305,459 CHF | 97.72% | 97.72% |
15/11/2024 | 0.30% | 3.10 CHF | 3.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 991,111 CHF | 331,370 CHF | 99.45% | 99.45% |
14/11/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,033,200 CHF | 345,400 CHF | 99.44% | 99.44% |
13/11/2024 | 0.28% | 3.38 CHF | 3.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,051,470 CHF | 351,489 CHF | 92.95% | 92.95% |
12/11/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,074,210 CHF | 359,071 CHF | 96.95% | 96.95% |
11/11/2024 | 0.26% | 3.67 CHF | 3.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,136,580 CHF | 379,860 CHF | 99.47% | 99.47% |
08/11/2024 | 0.25% | 3.78 CHF | 3.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,175,530 CHF | 392,844 CHF | 91.33% | 91.33% |
07/11/2024 | 0.28% | 4.02 CHF | 4.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,059,270 CHF | 354,090 CHF | 98.70% | 98.70% |