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 | 0.25% | 3.99 CHF | 4.00 CHF | 75,000 | 75,000 | 74,371 | 74,371 | 298,036 CHF | 298,781 CHF | 100.00% | 100.00% |
19/11/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 76,000 | 76,000 | 75,224 | 75,224 | 296,326 CHF | 297,079 CHF | 98.72% | 98.72% |
18/11/2024 | 0.26% | 3.95 CHF | 3.96 CHF | 76,000 | 76,000 | 76,914 | 76,914 | 295,047 CHF | 295,817 CHF | 100.00% | 100.00% |
15/11/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 77,000 | 77,000 | 77,461 | 77,461 | 299,892 CHF | 300,667 CHF | 70.85% | 70.85% |
14/11/2024 | 0.26% | 3.94 CHF | 3.95 CHF | 76,000 | 76,000 | 75,584 | 75,584 | 297,590 CHF | 298,347 CHF | 100.00% | 100.00% |
13/11/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 77,000 | 77,000 | 76,527 | 76,527 | 295,416 CHF | 296,182 CHF | 99.72% | 99.72% |
12/11/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 78,000 | 78,000 | 76,348 | 76,348 | 296,270 CHF | 297,034 CHF | 100.00% | 100.00% |
11/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 78,000 | 78,000 | 75,909 | 75,909 | 298,250 CHF | 299,010 CHF | 100.00% | 100.00% |
08/11/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 76,000 | 76,000 | 74,445 | 74,445 | 302,767 CHF | 303,512 CHF | 100.00% | 100.00% |
07/11/2024 | 0.25% | 4.15 CHF | 4.16 CHF | 74,000 | 74,000 | 74,374 | 74,374 | 304,237 CHF | 304,982 CHF | 100.00% | 100.00% |