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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 985,476 CHF | 329,492 CHF | 99.44% | 99.44% |
22/11/2024 | 0.33% | 3.13 CHF | 3.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 917,287 CHF | 306,762 CHF | 99.43% | 99.43% |
20/11/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 904,250 CHF | 302,417 CHF | 99.44% | 99.44% |
19/11/2024 | 0.35% | 2.96 CHF | 2.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 856,986 CHF | 286,662 CHF | 99.44% | 99.44% |
18/11/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 845,463 CHF | 282,821 CHF | 97.72% | 97.72% |
15/11/2024 | 0.32% | 2.88 CHF | 2.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 922,902 CHF | 308,634 CHF | 99.45% | 99.45% |
14/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 964,952 CHF | 322,651 CHF | 99.44% | 99.44% |
13/11/2024 | 0.30% | 3.16 CHF | 3.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 983,609 CHF | 328,870 CHF | 92.81% | 92.81% |
12/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,006,690 CHF | 336,563 CHF | 96.86% | 96.86% |
11/11/2024 | 0.28% | 3.45 CHF | 3.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,069,040 CHF | 357,346 CHF | 99.47% | 99.47% |