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% | 2.98 CHF | 2.99 CHF | 50,000 | 50,000 | 49,720 | 49,720 | 150,641 CHF | 151,138 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 49,000 | 49,000 | 48,480 | 48,480 | 151,646 CHF | 152,131 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 152,407 CHF | 152,887 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 47,000 | 47,000 | 47,069 | 47,069 | 151,412 CHF | 151,883 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 47,000 | 47,000 | 47,680 | 47,680 | 152,166 CHF | 152,643 CHF | 99.33% | 99.33% |
13/11/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 48,000 | 48,000 | 47,569 | 47,569 | 151,694 CHF | 152,169 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 48,000 | 48,000 | 47,160 | 47,160 | 151,616 CHF | 152,088 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 47,000 | 47,000 | 46,999 | 46,999 | 153,429 CHF | 153,899 CHF | 99.93% | 99.93% |
08/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 48,000 | 48,000 | 47,759 | 47,759 | 152,473 CHF | 152,950 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 47,000 | 47,000 | 46,998 | 46,998 | 153,246 CHF | 153,716 CHF | 100.00% | 100.00% |