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 | 0.33% | 2.99 CHF | 3.00 CHF | 94,000 | 94,000 | 93,114 | 93,114 | 280,726 CHF | 281,658 CHF | 100.00% | 100.00% |
19/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 93,000 | 93,000 | 93,520 | 93,520 | 280,003 CHF | 280,938 CHF | 100.00% | 100.00% |
18/11/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 92,000 | 92,000 | 92,630 | 92,630 | 281,761 CHF | 282,687 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 93,000 | 93,000 | 92,597 | 92,597 | 280,707 CHF | 281,633 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 93,000 | 93,000 | 93,649 | 93,649 | 279,008 CHF | 279,945 CHF | 99.39% | 99.39% |
13/11/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 96,000 | 96,000 | 95,677 | 95,677 | 273,715 CHF | 274,671 CHF | 100.00% | 100.00% |
12/11/2024 | 0.34% | 2.84 CHF | 2.85 CHF | 96,000 | 96,000 | 94,583 | 94,583 | 276,885 CHF | 277,831 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 93,000 | 93,000 | 93,007 | 93,007 | 279,453 CHF | 280,383 CHF | 99.93% | 99.93% |
08/11/2024 | 0.33% | 2.97 CHF | 2.98 CHF | 94,000 | 94,000 | 92,901 | 92,901 | 280,791 CHF | 281,720 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 91,000 | 91,000 | 91,391 | 91,391 | 282,544 CHF | 283,458 CHF | 100.00% | 100.00% |