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% | 2.92 CHF | 2.93 CHF | 115,000 | 115,000 | 110,509 | 110,509 | 326,410 CHF | 327,516 CHF | 99.44% | 99.44% |
19/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 115,000 | 115,000 | 113,803 | 113,803 | 332,634 CHF | 333,772 CHF | 100.00% | 100.00% |
18/11/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 325,870 CHF | 326,965 CHF | 99.88% | 99.88% |
15/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 326,016 CHF | 327,112 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 110,000 | 110,000 | 111,614 | 111,614 | 328,123 CHF | 329,239 CHF | 98.57% | 98.57% |
13/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 115,000 | 115,000 | 110,580 | 110,580 | 327,254 CHF | 328,360 CHF | 100.00% | 100.00% |
12/11/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 115,000 | 115,000 | 110,418 | 110,418 | 326,133 CHF | 327,238 CHF | 99.90% | 99.90% |
11/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 332,863 CHF | 333,958 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 329,102 CHF | 330,197 CHF | 99.05% | 99.05% |
07/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 334,742 CHF | 335,838 CHF | 100.00% | 100.00% |