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 | 0.31% | 3.27 CHF | 3.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 244,048 CHF | 244,798 CHF | 99.73% | 99.73% |
19/11/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 243,486 CHF | 244,236 CHF | 99.81% | 99.81% |
18/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 236,120 CHF | 236,870 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 236,678 CHF | 237,428 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 235,351 CHF | 236,101 CHF | 100.00% | 100.00% |
13/11/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 238,890 CHF | 239,640 CHF | 99.93% | 99.93% |
12/11/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 236,670 CHF | 237,420 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 230,483 CHF | 231,233 CHF | 99.65% | 99.65% |
08/11/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 231,174 CHF | 231,924 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 228,221 CHF | 228,971 CHF | 99.70% | 99.70% |