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% | 3.25 CHF | 3.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,809 CHF | 165,309 CHF | 100.00% | 100.00% |
19/11/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 149,356 CHF | 149,806 CHF | 100.00% | 100.00% |
18/11/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 161,568 CHF | 162,018 CHF | 100.00% | 100.00% |
15/11/2024 | 0.28% | 3.48 CHF | 3.49 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 161,241 CHF | 161,691 CHF | 100.00% | 100.00% |
14/11/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 163,619 CHF | 164,069 CHF | 100.00% | 100.00% |
13/11/2024 | 0.28% | 3.50 CHF | 3.51 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 158,047 CHF | 158,497 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 161,900 CHF | 162,361 CHF | 100.00% | 100.00% |
11/11/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 172,593 CHF | 173,058 CHF | 100.00% | 100.00% |
08/11/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 171,890 CHF | 172,359 CHF | 100.00% | 100.00% |
07/11/2024 | 0.27% | 3.89 CHF | 3.90 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 177,105 CHF | 177,578 CHF | 100.00% | 100.00% |