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 | 0.28% | 3.48 CHF | 3.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,463 CHF | 89,713 CHF | 99.97% | 99.97% |
19/11/2024 | 0.29% | 3.53 CHF | 3.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 87,327 CHF | 87,577 CHF | 99.84% | 99.84% |
18/11/2024 | 0.27% | 3.61 CHF | 3.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 91,870 CHF | 92,120 CHF | 99.89% | 99.89% |
15/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,810 CHF | 94,060 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 3.49 CHF | 3.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 88,083 CHF | 88,333 CHF | 99.57% | 99.57% |
13/11/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 85,839 CHF | 86,089 CHF | 99.96% | 99.96% |
12/11/2024 | 0.27% | 3.45 CHF | 3.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,368 CHF | 92,618 CHF | 99.79% | 99.79% |
11/11/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 96,425 CHF | 96,675 CHF | 99.82% | 99.82% |
08/11/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 90,953 CHF | 91,203 CHF | 99.86% | 99.86% |
07/11/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 86,284 CHF | 86,534 CHF | 99.90% | 99.90% |