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 | 0.26% | 3.85 CHF | 3.86 CHF | 75,000 | 75,000 | 74,373 | 74,373 | 287,722 CHF | 288,467 CHF | 100.00% | 100.00% |
19/11/2024 | 0.27% | 3.79 CHF | 3.80 CHF | 76,000 | 76,000 | 75,234 | 75,234 | 285,944 CHF | 286,697 CHF | 98.72% | 98.72% |
18/11/2024 | 0.27% | 3.81 CHF | 3.82 CHF | 76,000 | 76,000 | 76,912 | 76,912 | 284,359 CHF | 285,129 CHF | 100.00% | 100.00% |
15/11/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 77,000 | 77,000 | 77,470 | 77,470 | 289,163 CHF | 289,937 CHF | 70.79% | 70.79% |
14/11/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 76,000 | 76,000 | 75,601 | 75,601 | 287,126 CHF | 287,883 CHF | 100.00% | 100.00% |
13/11/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 77,000 | 77,000 | 76,536 | 76,536 | 284,871 CHF | 285,637 CHF | 99.69% | 99.69% |
12/11/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 78,000 | 78,000 | 76,335 | 76,335 | 285,659 CHF | 286,423 CHF | 100.00% | 100.00% |
11/11/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 78,000 | 78,000 | 75,842 | 75,842 | 287,522 CHF | 288,282 CHF | 100.00% | 100.00% |
08/11/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 76,000 | 76,000 | 74,452 | 74,452 | 292,637 CHF | 293,382 CHF | 100.00% | 100.00% |
07/11/2024 | 0.26% | 4.01 CHF | 4.02 CHF | 74,000 | 74,000 | 74,418 | 74,418 | 294,218 CHF | 294,962 CHF | 100.00% | 100.00% |