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% | 2.99 CHF | 3.00 CHF | 280,000 | 280,000 | 114,131 | 114,131 | 340,251 CHF | 341,395 CHF | 99.89% | 99.89% |
19/11/2024 | 0.35% | 2.97 CHF | 2.98 CHF | 280,000 | 280,000 | 110,664 | 110,664 | 325,130 CHF | 326,239 CHF | 99.95% | 99.95% |
18/11/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 280,000 | 280,000 | 107,079 | 107,079 | 315,818 CHF | 316,891 CHF | 99.89% | 99.89% |
15/11/2024 | 0.35% | 2.97 CHF | 2.98 CHF | 280,000 | 280,000 | 111,143 | 111,143 | 326,912 CHF | 328,027 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 270,000 | 270,000 | 109,041 | 109,041 | 315,156 CHF | 316,249 CHF | 99.76% | 99.76% |
13/11/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 280,000 | 280,000 | 113,507 | 113,507 | 336,621 CHF | 337,759 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 2.98 CHF | 2.99 CHF | 280,000 | 280,000 | 111,382 | 111,382 | 327,005 CHF | 328,121 CHF | 99.95% | 99.95% |
11/11/2024 | 0.36% | 2.88 CHF | 2.89 CHF | 270,000 | 270,000 | 102,904 | 102,904 | 289,463 CHF | 290,494 CHF | 99.36% | 99.36% |
08/11/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 260,000 | 260,000 | 103,098 | 103,098 | 284,711 CHF | 285,744 CHF | 99.53% | 99.53% |
07/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 260,000 | 260,000 | 108,124 | 108,124 | 304,569 CHF | 305,652 CHF | 99.86% | 99.86% |