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% | 3.52 CHF | 3.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 929,396 CHF | 931,896 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 3.55 CHF | 3.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 865,881 CHF | 868,381 CHF | 99.99% | 99.99% |
18/11/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 960,878 CHF | 963,378 CHF | 99.95% | 99.95% |
15/11/2024 | 0.25% | 3.89 CHF | 3.90 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 991,734 CHF | 994,234 CHF | 100.00% | 100.00% |
14/11/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 992,865 CHF | 995,365 CHF | 99.99% | 99.99% |
13/11/2024 | 0.28% | 3.47 CHF | 3.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 887,779 CHF | 890,279 CHF | 100.00% | 100.00% |
12/11/2024 | 0.25% | 3.59 CHF | 3.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 998,912 CHF | 1,001,410 CHF | 99.98% | 99.98% |
11/11/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,109,500 CHF | 1,112,000 CHF | 100.00% | 100.00% |
08/11/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 995,066 CHF | 997,566 CHF | 90.07% | 90.07% |
07/11/2024 | 0.24% | 4.30 CHF | 4.31 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,042,920 CHF | 1,045,420 CHF | 96.33% | 96.33% |