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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 736,112 CHF | 246,121 CHF | 99.31% | 99.31% |
20/11/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 717,851 CHF | 240,034 CHF | 98.86% | 98.86% |
19/11/2024 | 0.33% | 3.11 CHF | 3.12 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 689,089 CHF | 230,446 CHF | 98.68% | 98.68% |
18/11/2024 | 0.33% | 3.09 CHF | 3.10 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 689,818 CHF | 230,689 CHF | 98.91% | 98.91% |
15/11/2024 | 0.32% | 3.03 CHF | 3.04 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 691,619 CHF | 231,290 CHF | 97.87% | 97.87% |
14/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 702,594 CHF | 234,948 CHF | 97.68% | 97.68% |
13/11/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 692,068 CHF | 231,439 CHF | 98.83% | 98.83% |
12/11/2024 | 0.31% | 3.16 CHF | 3.17 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 714,861 CHF | 239,037 CHF | 98.91% | 98.91% |
11/11/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 726,484 CHF | 242,911 CHF | 98.88% | 98.88% |
08/11/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 718,677 CHF | 240,309 CHF | 97.69% | 97.69% |