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 | 0.34% | 2.94 CHF | 2.95 CHF | 113,000 | 113,000 | 112,300 | 112,300 | 333,406 CHF | 334,529 CHF | 99.47% | 99.47% |
19/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 113,000 | 113,000 | 112,951 | 112,951 | 332,949 CHF | 334,079 CHF | 100.00% | 100.00% |
18/11/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 113,000 | 113,000 | 112,997 | 112,997 | 332,344 CHF | 333,474 CHF | 99.89% | 99.89% |
15/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 113,000 | 113,000 | 113,674 | 113,674 | 331,832 CHF | 332,968 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 114,000 | 114,000 | 114,611 | 114,611 | 329,055 CHF | 330,201 CHF | 98.63% | 98.63% |
13/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 115,000 | 115,000 | 115,518 | 115,518 | 326,626 CHF | 327,781 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 117,000 | 117,000 | 115,585 | 115,585 | 326,290 CHF | 327,445 CHF | 99.88% | 99.88% |
11/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 114,000 | 114,000 | 114,635 | 114,635 | 329,473 CHF | 330,620 CHF | 100.00% | 100.00% |
08/11/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 116,000 | 116,000 | 115,899 | 115,899 | 326,206 CHF | 327,365 CHF | 98.29% | 98.29% |
07/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 115,000 | 115,000 | 114,549 | 114,549 | 329,485 CHF | 330,630 CHF | 100.00% | 100.00% |