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 | 0.29% | 3.51 CHF | 3.52 CHF | 285,900 | 285,900 | 287,876 | 287,876 | 979,032 CHF | 981,911 CHF | 99.42% | 99.42% |
19/11/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 289,300 | 289,300 | 284,967 | 284,967 | 948,774 CHF | 951,624 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 3.34 CHF | 3.35 CHF | 282,100 | 282,100 | 287,185 | 287,185 | 974,617 CHF | 977,489 CHF | 98.75% | 98.75% |
15/11/2024 | 0.30% | 3.43 CHF | 3.44 CHF | 290,700 | 290,700 | 284,120 | 284,120 | 959,044 CHF | 961,885 CHF | 98.67% | 98.67% |
14/11/2024 | 0.29% | 3.35 CHF | 3.36 CHF | 279,900 | 279,900 | 296,045 | 296,045 | 1,025,390 CHF | 1,028,350 CHF | 100.00% | 100.00% |
13/11/2024 | 0.31% | 3.33 CHF | 3.34 CHF | 306,900 | 306,900 | 304,859 | 304,859 | 976,739 CHF | 979,787 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 303,500 | 303,500 | 309,812 | 309,812 | 986,498 CHF | 989,596 CHF | 99.78% | 99.78% |
11/11/2024 | 0.33% | 3.09 CHF | 3.10 CHF | 314,000 | 314,000 | 337,532 | 337,532 | 1,030,070 CHF | 1,033,440 CHF | 99.72% | 99.72% |
08/11/2024 | 0.36% | 2.85 CHF | 2.86 CHF | 353,000 | 353,000 | 353,717 | 353,717 | 973,418 CHF | 976,955 CHF | 99.15% | 99.15% |
07/11/2024 | 0.36% | 2.68 CHF | 2.69 CHF | 354,200 | 354,200 | 336,894 | 336,894 | 923,021 CHF | 926,390 CHF | 100.00% | 100.00% |