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 | 0.97% | 3.01 CHF | 3.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 230,105 CHF | 232,355 CHF | 98.82% | 98.82% |
19/11/2024 | 0.66% | 3.01 CHF | 3.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 227,306 CHF | 228,806 CHF | 99.94% | 99.94% |
18/11/2024 | 0.73% | 3.06 CHF | 3.08 CHF | 75,000 | 75,000 | 69,943 | 69,943 | 210,961 CHF | 212,461 CHF | 97.20% | 97.20% |
15/11/2024 | 0.67% | 3.01 CHF | 3.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 223,019 CHF | 224,519 CHF | 100.00% | 100.00% |
14/11/2024 | 0.69% | 2.94 CHF | 2.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 215,977 CHF | 217,477 CHF | 99.57% | 99.57% |
13/11/2024 | 0.72% | 2.80 CHF | 2.82 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 207,845 CHF | 209,343 CHF | 99.32% | 99.32% |
12/11/2024 | 0.72% | 2.70 CHF | 2.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 208,812 CHF | 210,312 CHF | 99.36% | 99.36% |
11/11/2024 | 0.69% | 2.90 CHF | 2.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 216,232 CHF | 217,732 CHF | 93.97% | 93.97% |
08/11/2024 | 0.72% | 2.75 CHF | 2.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 207,278 CHF | 208,778 CHF | 99.48% | 99.48% |
07/11/2024 | 0.71% | 2.87 CHF | 2.89 CHF | 75,000 | 75,000 | 73,692 | 73,692 | 212,633 CHF | 214,133 CHF | 96.70% | 96.70% |