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 | 135,000 | 135,000 | 74,342 | 74,342 | 223,173 CHF | 223,918 CHF | 99.90% | 99.90% |
19/11/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 135,000 | 135,000 | 74,052 | 74,052 | 217,909 CHF | 218,651 CHF | 100.00% | 100.00% |
18/11/2024 | 0.34% | 3.01 CHF | 3.02 CHF | 135,000 | 135,000 | 74,270 | 74,270 | 222,659 CHF | 223,403 CHF | 99.54% | 99.54% |
15/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 135,000 | 135,000 | 74,074 | 74,074 | 229,874 CHF | 230,616 CHF | 99.72% | 99.72% |
14/11/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 130,000 | 130,000 | 71,744 | 71,744 | 227,688 CHF | 228,407 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 135,000 | 135,000 | 74,237 | 74,237 | 228,542 CHF | 229,286 CHF | 100.00% | 100.00% |
12/11/2024 | 0.34% | 3.06 CHF | 3.07 CHF | 135,000 | 135,000 | 74,241 | 74,241 | 224,629 CHF | 225,372 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 135,000 | 135,000 | 74,253 | 74,253 | 229,298 CHF | 230,042 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 3.09 CHF | 3.10 CHF | 135,000 | 135,000 | 74,410 | 74,410 | 231,711 CHF | 232,456 CHF | 99.20% | 99.20% |
07/11/2024 | 0.33% | 3.12 CHF | 3.13 CHF | 135,000 | 135,000 | 74,218 | 74,218 | 227,607 CHF | 228,350 CHF | 100.00% | 100.00% |