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 | 0.32% | 3.13 CHF | 3.14 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 582,078 CHF | 583,920 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 185,000 | 185,000 | 185,035 | 185,035 | 577,430 CHF | 579,281 CHF | 99.84% | 99.84% |
18/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 185,000 | 185,000 | 184,969 | 184,969 | 576,201 CHF | 578,051 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 185,000 | 185,000 | 184,235 | 184,235 | 577,375 CHF | 579,217 CHF | 99.69% | 99.69% |
14/11/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 185,000 | 185,000 | 184,233 | 184,233 | 582,865 CHF | 584,707 CHF | 99.42% | 99.42% |
13/11/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 190,000 | 190,000 | 189,337 | 189,337 | 567,339 CHF | 569,232 CHF | 99.81% | 99.81% |
12/11/2024 | 0.32% | 3.03 CHF | 3.04 CHF | 190,000 | 190,000 | 187,766 | 187,766 | 577,634 CHF | 579,512 CHF | 99.66% | 99.66% |
11/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 578,402 CHF | 580,244 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 185,000 | 185,000 | 185,840 | 185,840 | 575,869 CHF | 577,727 CHF | 99.19% | 99.19% |
07/11/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 190,000 | 190,000 | 188,352 | 188,352 | 578,211 CHF | 580,094 CHF | 99.68% | 99.68% |