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 | 0.28% | 3.58 CHF | 3.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 712,287 CHF | 714,287 CHF | 99.81% | 99.81% |
19/11/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 733,085 CHF | 735,085 CHF | 99.72% | 99.72% |
18/11/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 719,910 CHF | 721,910 CHF | 99.71% | 99.71% |
15/11/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 703,991 CHF | 705,991 CHF | 99.81% | 99.81% |
14/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 697,711 CHF | 699,711 CHF | 99.81% | 99.81% |
13/11/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 705,580 CHF | 707,580 CHF | 99.81% | 99.81% |
12/11/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 687,990 CHF | 689,990 CHF | 99.50% | 99.50% |
11/11/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 674,745 CHF | 676,745 CHF | 99.72% | 99.72% |
08/11/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 690,279 CHF | 692,279 CHF | 99.81% | 99.81% |
07/11/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 680,126 CHF | 682,126 CHF | 95.69% | 95.69% |