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% | 3.22 CHF | 3.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 797,921 CHF | 320,168 CHF | 99.17% | 99.17% |
19/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 791,867 CHF | 317,747 CHF | 99.17% | 99.17% |
18/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 791,978 CHF | 317,791 CHF | 99.23% | 99.23% |
15/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 798,516 CHF | 320,407 CHF | 99.17% | 99.17% |
14/11/2024 | 0.31% | 3.13 CHF | 3.14 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 799,538 CHF | 320,815 CHF | 99.16% | 99.16% |
13/11/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 828,515 CHF | 332,406 CHF | 99.17% | 99.17% |
12/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 821,462 CHF | 329,585 CHF | 99.17% | 99.17% |
11/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 802,704 CHF | 322,082 CHF | 99.17% | 99.17% |
08/11/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 797,236 CHF | 319,895 CHF | 99.17% | 99.17% |
07/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 782,360 CHF | 313,944 CHF | 98.00% | 98.00% |