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 | 0.28% | 3.57 CHF | 3.58 CHF | 75,000 | 75,000 | 74,384 | 74,384 | 267,124 CHF | 267,868 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 76,000 | 76,000 | 75,252 | 75,252 | 265,170 CHF | 265,923 CHF | 98.72% | 98.72% |
18/11/2024 | 0.30% | 3.53 CHF | 3.54 CHF | 76,000 | 76,000 | 76,916 | 76,916 | 262,980 CHF | 263,750 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 77,000 | 77,000 | 77,430 | 77,430 | 267,443 CHF | 268,217 CHF | 70.86% | 70.86% |
14/11/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 76,000 | 76,000 | 75,594 | 75,594 | 266,021 CHF | 266,778 CHF | 100.00% | 100.00% |
13/11/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 77,000 | 77,000 | 76,530 | 76,530 | 263,670 CHF | 264,436 CHF | 99.83% | 99.83% |
12/11/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 78,000 | 78,000 | 76,329 | 76,329 | 264,528 CHF | 265,292 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 78,000 | 78,000 | 75,841 | 75,841 | 266,620 CHF | 267,379 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 76,000 | 76,000 | 74,439 | 74,439 | 272,242 CHF | 272,987 CHF | 100.00% | 100.00% |
07/11/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 74,000 | 74,000 | 74,385 | 74,385 | 273,718 CHF | 274,462 CHF | 100.00% | 100.00% |