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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,032,580 CHF | 407,517 CHF | 99.37% | 99.37% |
27/11/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,007,910 CHF | 402,583 CHF | 99.37% | 99.37% |
26/11/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,021,180 CHF | 405,236 CHF | 98.98% | 98.98% |
25/11/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,010,410 CHF | 403,083 CHF | 99.38% | 99.38% |
22/11/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,998,080 CHF | 400,616 CHF | 99.37% | 99.37% |
20/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,864,910 CHF | 373,983 CHF | 99.38% | 99.38% |
19/11/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,847,220 CHF | 370,443 CHF | 99.38% | 99.38% |
18/11/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,842,070 CHF | 369,415 CHF | 99.38% | 99.38% |
15/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,824,350 CHF | 365,871 CHF | 99.37% | 99.37% |
14/11/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,784,500 CHF | 357,899 CHF | 99.37% | 99.37% |