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 | 0.26% | 3.83 CHF | 3.84 CHF | 128,000 | 128,000 | 69,797 | 69,797 | 273,566 CHF | 274,265 CHF | 99.65% | 99.65% |
19/11/2024 | 0.27% | 3.89 CHF | 3.90 CHF | 128,000 | 128,000 | 70,709 | 70,709 | 269,957 CHF | 270,665 CHF | 99.51% | 99.51% |
18/11/2024 | 0.27% | 3.82 CHF | 3.83 CHF | 128,000 | 128,000 | 70,817 | 70,817 | 267,377 CHF | 268,086 CHF | 99.62% | 99.62% |
15/11/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 130,000 | 130,000 | 70,796 | 70,796 | 270,246 CHF | 270,955 CHF | 99.63% | 99.63% |
14/11/2024 | 0.27% | 3.89 CHF | 3.90 CHF | 128,000 | 128,000 | 66,813 | 66,813 | 267,359 CHF | 268,051 CHF | 99.52% | 99.52% |
13/11/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 126,000 | 126,000 | 68,409 | 68,409 | 279,273 CHF | 279,959 CHF | 99.78% | 99.78% |
12/11/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 126,000 | 126,000 | 68,717 | 68,717 | 279,256 CHF | 279,944 CHF | 99.74% | 99.74% |
11/11/2024 | 0.26% | 4.04 CHF | 4.05 CHF | 126,000 | 126,000 | 69,190 | 69,190 | 277,263 CHF | 277,956 CHF | 99.41% | 99.41% |
08/11/2024 | 0.26% | 3.97 CHF | 3.98 CHF | 126,000 | 126,000 | 69,644 | 69,644 | 278,786 CHF | 279,485 CHF | 99.13% | 99.13% |
07/11/2024 | 0.26% | 3.98 CHF | 3.99 CHF | 126,000 | 126,000 | 70,632 | 70,632 | 278,224 CHF | 278,932 CHF | 99.94% | 99.94% |