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 | 0.30% | 3.34 CHF | 3.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 998,099 CHF | 333,700 CHF | 99.33% | 99.33% |
19/11/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 982,888 CHF | 328,629 CHF | 98.82% | 98.82% |
18/11/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 991,943 CHF | 331,648 CHF | 97.04% | 97.04% |
15/11/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 985,545 CHF | 329,515 CHF | 99.21% | 99.21% |
14/11/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 975,350 CHF | 326,117 CHF | 98.22% | 98.22% |
13/11/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 997,161 CHF | 333,387 CHF | 96.90% | 96.90% |
12/11/2024 | 0.31% | 3.33 CHF | 3.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 981,663 CHF | 328,221 CHF | 89.38% | 89.38% |
11/11/2024 | 0.32% | 3.22 CHF | 3.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 945,421 CHF | 316,140 CHF | 98.82% | 98.82% |
08/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 932,956 CHF | 311,985 CHF | 93.34% | 93.34% |
07/11/2024 | 0.31% | 3.12 CHF | 3.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 955,351 CHF | 319,450 CHF | 98.29% | 98.29% |