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 | 0.27% | 3.68 CHF | 3.69 CHF | 300,000 | 30,000 | 300,000 | 30,000 | 1,126,930 CHF | 112,993 CHF | 99.17% | 99.17% |
19/11/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 300,000 | 30,000 | 300,000 | 30,000 | 1,106,200 CHF | 110,920 CHF | 99.17% | 99.17% |
18/11/2024 | 0.26% | 3.78 CHF | 3.79 CHF | 300,000 | 30,000 | 300,000 | 30,000 | 1,150,540 CHF | 115,354 CHF | 99.22% | 99.22% |
15/11/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 300,000 | 30,000 | 300,000 | 30,000 | 1,169,500 CHF | 117,250 CHF | 99.16% | 99.16% |
14/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 300,000 | 30,000 | 300,000 | 30,000 | 1,112,520 CHF | 111,552 CHF | 99.15% | 99.15% |
13/11/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 300,000 | 30,000 | 300,000 | 30,000 | 1,091,360 CHF | 109,436 CHF | 99.16% | 99.16% |
12/11/2024 | 0.26% | 3.65 CHF | 3.66 CHF | 300,000 | 30,000 | 300,000 | 30,000 | 1,156,290 CHF | 115,929 CHF | 99.16% | 99.16% |
11/11/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 300,000 | 30,000 | 300,000 | 30,000 | 1,194,690 CHF | 119,769 CHF | 99.17% | 99.17% |
08/11/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 300,000 | 30,000 | 300,000 | 30,000 | 1,142,080 CHF | 114,508 CHF | 99.16% | 99.16% |
07/11/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 300,000 | 30,000 | 300,000 | 30,000 | 1,095,940 CHF | 109,894 CHF | 98.18% | 98.18% |