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 | 0.27% | 3.73 CHF | 3.74 CHF | 135,000 | 135,000 | 74,342 | 74,342 | 282,882 CHF | 283,627 CHF | 99.90% | 99.90% |
19/11/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 135,000 | 135,000 | 74,053 | 74,053 | 277,230 CHF | 277,972 CHF | 100.00% | 100.00% |
18/11/2024 | 0.27% | 3.82 CHF | 3.83 CHF | 135,000 | 135,000 | 74,276 | 74,276 | 282,446 CHF | 283,190 CHF | 99.55% | 99.55% |
15/11/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 135,000 | 135,000 | 74,072 | 74,072 | 289,485 CHF | 290,227 CHF | 99.72% | 99.72% |
14/11/2024 | 0.26% | 3.97 CHF | 3.98 CHF | 130,000 | 130,000 | 71,746 | 71,746 | 285,448 CHF | 286,166 CHF | 100.00% | 100.00% |
13/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 135,000 | 135,000 | 74,232 | 74,232 | 287,903 CHF | 288,647 CHF | 100.00% | 100.00% |
12/11/2024 | 0.27% | 3.86 CHF | 3.87 CHF | 135,000 | 135,000 | 74,226 | 74,226 | 283,871 CHF | 284,615 CHF | 100.00% | 100.00% |
11/11/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 135,000 | 135,000 | 74,244 | 74,244 | 288,372 CHF | 289,116 CHF | 100.00% | 100.00% |
08/11/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 135,000 | 135,000 | 74,412 | 74,412 | 290,423 CHF | 291,169 CHF | 99.18% | 99.18% |
07/11/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 135,000 | 135,000 | 74,221 | 74,221 | 286,312 CHF | 287,056 CHF | 100.00% | 100.00% |