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% | 3.53 CHF | 3.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 90,629 CHF | 90,879 CHF | 99.97% | 99.97% |
19/11/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 88,531 CHF | 88,781 CHF | 99.77% | 99.77% |
18/11/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,009 CHF | 93,259 CHF | 99.89% | 99.89% |
15/11/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 94,810 CHF | 95,060 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,230 CHF | 89,480 CHF | 99.60% | 99.60% |
13/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 87,060 CHF | 87,310 CHF | 99.95% | 99.95% |
12/11/2024 | 0.27% | 3.50 CHF | 3.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,518 CHF | 93,768 CHF | 99.77% | 99.77% |
11/11/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 97,461 CHF | 97,711 CHF | 99.80% | 99.80% |
08/11/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,123 CHF | 92,373 CHF | 99.88% | 99.88% |
07/11/2024 | 0.29% | 3.56 CHF | 3.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 87,522 CHF | 87,772 CHF | 99.90% | 99.90% |