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 | 0.31% | 3.23 CHF | 3.24 CHF | 98,000 | 98,000 | 97,817 | 97,817 | 318,935 CHF | 319,914 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 98,000 | 98,000 | 97,793 | 97,793 | 320,097 CHF | 321,075 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 328,480 CHF | 329,440 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 3.36 CHF | 3.37 CHF | 97,000 | 97,000 | 96,062 | 96,062 | 327,973 CHF | 328,934 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 95,000 | 95,000 | 95,692 | 95,692 | 329,444 CHF | 330,401 CHF | 100.00% | 100.00% |
13/11/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 97,000 | 97,000 | 96,534 | 96,534 | 325,592 CHF | 326,557 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 328,234 CHF | 329,194 CHF | 99.85% | 99.85% |
11/11/2024 | 0.28% | 3.51 CHF | 3.52 CHF | 95,000 | 95,000 | 94,285 | 94,285 | 334,106 CHF | 335,049 CHF | 99.68% | 99.68% |
08/11/2024 | 0.28% | 3.51 CHF | 3.52 CHF | 95,000 | 95,000 | 94,680 | 94,680 | 334,700 CHF | 335,646 CHF | 100.00% | 100.00% |
07/11/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 94,000 | 94,000 | 94,000 | 94,000 | 337,898 CHF | 338,838 CHF | 100.00% | 100.00% |