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 | 0.34% | 2.93 CHF | 2.94 CHF | 115,000 | 115,000 | 110,504 | 110,504 | 327,327 CHF | 328,432 CHF | 99.17% | 99.17% |
19/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 115,000 | 115,000 | 113,800 | 113,800 | 333,599 CHF | 334,737 CHF | 99.27% | 99.27% |
18/11/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 326,825 CHF | 327,920 CHF | 99.86% | 99.86% |
15/11/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 326,934 CHF | 328,029 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 110,000 | 110,000 | 111,611 | 111,611 | 329,071 CHF | 330,188 CHF | 98.59% | 98.59% |
13/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 115,000 | 115,000 | 110,569 | 110,569 | 328,215 CHF | 329,321 CHF | 99.19% | 99.19% |
12/11/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 115,000 | 115,000 | 110,411 | 110,411 | 327,077 CHF | 328,181 CHF | 99.74% | 99.74% |
11/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 333,782 CHF | 334,877 CHF | 99.98% | 99.98% |
08/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 110,000 | 110,000 | 109,541 | 109,541 | 330,017 CHF | 331,112 CHF | 98.97% | 98.97% |
07/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 110,000 | 110,000 | 109,543 | 109,543 | 335,655 CHF | 336,751 CHF | 99.24% | 99.24% |