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 | 0.33% | 2.99 CHF | 3.00 CHF | 50,000 | 50,000 | 49,720 | 49,720 | 151,138 CHF | 151,635 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 49,000 | 49,000 | 48,480 | 48,480 | 152,131 CHF | 152,615 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 152,887 CHF | 153,367 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 47,000 | 47,000 | 47,069 | 47,069 | 151,883 CHF | 152,353 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 47,000 | 47,000 | 47,680 | 47,680 | 152,642 CHF | 153,119 CHF | 99.34% | 99.34% |
13/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 48,000 | 48,000 | 47,569 | 47,569 | 152,170 CHF | 152,645 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 48,000 | 48,000 | 47,160 | 47,160 | 152,088 CHF | 152,560 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 47,000 | 47,000 | 46,999 | 46,999 | 153,899 CHF | 154,369 CHF | 99.93% | 99.93% |
08/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 48,000 | 48,000 | 47,760 | 47,760 | 152,951 CHF | 153,428 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 47,000 | 47,000 | 46,998 | 46,998 | 153,716 CHF | 154,186 CHF | 100.00% | 100.00% |