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 | 0.32% | 3.06 CHF | 3.07 CHF | 50,000 | 50,000 | 49,720 | 49,720 | 154,612 CHF | 155,109 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 49,000 | 49,000 | 48,480 | 48,480 | 155,516 CHF | 156,001 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 156,248 CHF | 156,728 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 47,000 | 47,000 | 47,069 | 47,069 | 155,186 CHF | 155,657 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 47,000 | 47,000 | 47,680 | 47,680 | 155,984 CHF | 156,461 CHF | 99.39% | 99.39% |
13/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 48,000 | 48,000 | 47,569 | 47,569 | 155,504 CHF | 155,980 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 48,000 | 48,000 | 47,160 | 47,160 | 155,391 CHF | 155,862 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 47,000 | 47,000 | 46,999 | 46,999 | 157,198 CHF | 157,668 CHF | 99.93% | 99.93% |
08/11/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 48,000 | 48,000 | 47,760 | 47,760 | 156,308 CHF | 156,786 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 47,000 | 47,000 | 46,998 | 46,998 | 157,030 CHF | 157,500 CHF | 100.00% | 100.00% |