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% | 3.10 CHF | 3.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 236,887 CHF | 237,637 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 233,873 CHF | 234,623 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 232,825 CHF | 233,575 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 3.09 CHF | 3.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 229,611 CHF | 230,361 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 3.03 CHF | 3.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 222,395 CHF | 223,145 CHF | 99.57% | 99.57% |
13/11/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 214,220 CHF | 214,974 CHF | 99.32% | 99.32% |
12/11/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 215,368 CHF | 216,118 CHF | 100.00% | 100.00% |
11/11/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 223,001 CHF | 223,751 CHF | 100.00% | 100.00% |
08/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 214,150 CHF | 214,900 CHF | 100.00% | 100.00% |
07/11/2024 | 0.35% | 2.96 CHF | 2.97 CHF | 75,000 | 75,000 | 73,704 | 73,704 | 219,501 CHF | 220,264 CHF | 99.13% | 99.13% |