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 | 0.26% | 3.87 CHF | 3.88 CHF | 135,000 | 135,000 | 74,342 | 74,342 | 293,310 CHF | 294,055 CHF | 99.90% | 99.90% |
19/11/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 135,000 | 135,000 | 74,054 | 74,054 | 287,591 CHF | 288,333 CHF | 100.00% | 100.00% |
18/11/2024 | 0.26% | 3.96 CHF | 3.97 CHF | 135,000 | 135,000 | 74,279 | 74,279 | 292,907 CHF | 293,651 CHF | 99.55% | 99.55% |
15/11/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 135,000 | 135,000 | 74,334 | 74,334 | 301,012 CHF | 301,757 CHF | 99.33% | 99.33% |
14/11/2024 | 0.25% | 4.11 CHF | 4.12 CHF | 130,000 | 130,000 | 71,748 | 71,748 | 295,624 CHF | 296,342 CHF | 100.00% | 100.00% |
13/11/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 135,000 | 135,000 | 74,232 | 74,232 | 298,303 CHF | 299,046 CHF | 100.00% | 100.00% |
12/11/2024 | 0.26% | 4.00 CHF | 4.01 CHF | 135,000 | 135,000 | 74,226 | 74,226 | 294,244 CHF | 294,987 CHF | 100.00% | 100.00% |
11/11/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 135,000 | 135,000 | 74,246 | 74,246 | 298,754 CHF | 299,498 CHF | 100.00% | 100.00% |
08/11/2024 | 0.25% | 4.02 CHF | 4.03 CHF | 135,000 | 135,000 | 74,409 | 74,409 | 300,716 CHF | 301,462 CHF | 99.20% | 99.20% |
07/11/2024 | 0.26% | 4.05 CHF | 4.06 CHF | 135,000 | 135,000 | 74,204 | 74,204 | 296,555 CHF | 297,298 CHF | 100.00% | 100.00% |