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% | 3.02 CHF | 3.03 CHF | 75,000 | 75,000 | 74,361 | 74,361 | 225,683 CHF | 226,427 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 76,000 | 76,000 | 75,226 | 75,226 | 223,380 CHF | 224,133 CHF | 98.72% | 98.72% |
18/11/2024 | 0.35% | 2.98 CHF | 2.99 CHF | 76,000 | 76,000 | 76,893 | 76,893 | 220,055 CHF | 220,825 CHF | 100.00% | 100.00% |
15/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 77,000 | 77,000 | 77,476 | 77,476 | 224,382 CHF | 225,157 CHF | 70.85% | 70.85% |
14/11/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 76,000 | 76,000 | 75,582 | 75,582 | 223,790 CHF | 224,547 CHF | 100.00% | 100.00% |
13/11/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 77,000 | 77,000 | 76,528 | 76,528 | 221,240 CHF | 222,006 CHF | 99.70% | 99.70% |
12/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 78,000 | 78,000 | 76,334 | 76,334 | 222,304 CHF | 223,068 CHF | 100.00% | 100.00% |
11/11/2024 | 0.34% | 2.87 CHF | 2.88 CHF | 78,000 | 78,000 | 75,826 | 75,826 | 224,703 CHF | 225,462 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 3.04 CHF | 3.05 CHF | 76,000 | 76,000 | 74,444 | 74,444 | 231,537 CHF | 232,282 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 74,000 | 74,000 | 74,393 | 74,393 | 232,905 CHF | 233,650 CHF | 100.00% | 100.00% |