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 | 0.31% | 3.15 CHF | 3.16 CHF | 135,000 | 135,000 | 74,281 | 74,281 | 238,908 CHF | 239,652 CHF | 99.56% | 99.56% |
19/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 135,000 | 135,000 | 73,930 | 73,930 | 233,406 CHF | 234,147 CHF | 99.81% | 99.81% |
18/11/2024 | 0.32% | 3.23 CHF | 3.24 CHF | 135,000 | 135,000 | 74,227 | 74,227 | 238,523 CHF | 239,267 CHF | 99.41% | 99.41% |
15/11/2024 | 0.30% | 3.22 CHF | 3.23 CHF | 135,000 | 135,000 | 74,310 | 74,310 | 246,525 CHF | 247,269 CHF | 99.30% | 99.30% |
14/11/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 130,000 | 130,000 | 71,518 | 71,518 | 242,237 CHF | 242,954 CHF | 99.62% | 99.62% |
13/11/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 135,000 | 135,000 | 74,157 | 74,157 | 244,108 CHF | 244,851 CHF | 99.88% | 99.88% |
12/11/2024 | 0.32% | 3.27 CHF | 3.28 CHF | 135,000 | 135,000 | 74,210 | 74,210 | 240,392 CHF | 241,136 CHF | 99.96% | 99.96% |
11/11/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 135,000 | 135,000 | 74,199 | 74,199 | 244,895 CHF | 245,639 CHF | 99.87% | 99.87% |
08/11/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 135,000 | 135,000 | 74,282 | 74,282 | 246,923 CHF | 247,667 CHF | 99.00% | 99.00% |
07/11/2024 | 0.31% | 3.33 CHF | 3.34 CHF | 135,000 | 135,000 | 74,175 | 74,175 | 243,109 CHF | 243,852 CHF | 99.89% | 99.89% |