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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.27% | 3.84 CHF | 3.85 CHF | 183,000 | 183,000 | 101,086 | 101,086 | 386,624 CHF | 387,637 CHF | 100.00% | 100.00% |
20/11/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 188,000 | 188,000 | 101,963 | 101,963 | 382,843 CHF | 383,866 CHF | 99.89% | 99.89% |
19/11/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 185,000 | 185,000 | 102,509 | 102,509 | 384,422 CHF | 385,449 CHF | 100.00% | 100.00% |
18/11/2024 | 0.28% | 3.79 CHF | 3.80 CHF | 185,000 | 185,000 | 102,562 | 102,562 | 380,882 CHF | 381,911 CHF | 99.89% | 99.89% |
15/11/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 188,000 | 188,000 | 103,027 | 103,027 | 381,413 CHF | 382,445 CHF | 99.90% | 99.90% |
14/11/2024 | 0.28% | 3.73 CHF | 3.74 CHF | 188,000 | 188,000 | 103,136 | 103,136 | 380,391 CHF | 381,424 CHF | 99.16% | 99.16% |
13/11/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 190,000 | 190,000 | 104,289 | 104,289 | 376,384 CHF | 377,429 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 190,000 | 190,000 | 104,506 | 104,506 | 378,207 CHF | 379,254 CHF | 99.26% | 99.26% |
11/11/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 190,000 | 190,000 | 103,591 | 103,591 | 378,079 CHF | 379,117 CHF | 99.66% | 99.66% |
08/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 190,000 | 190,000 | 102,655 | 102,655 | 380,592 CHF | 381,620 CHF | 97.40% | 97.40% |