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% | 3.03 CHF | 3.04 CHF | 280,000 | 280,000 | 114,118 | 114,118 | 344,827 CHF | 345,971 CHF | 99.89% | 99.89% |
19/11/2024 | 0.34% | 3.01 CHF | 3.02 CHF | 280,000 | 280,000 | 110,692 | 110,692 | 329,715 CHF | 330,824 CHF | 99.95% | 99.95% |
18/11/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 280,000 | 280,000 | 107,068 | 107,068 | 320,159 CHF | 321,232 CHF | 99.89% | 99.89% |
15/11/2024 | 0.34% | 3.01 CHF | 3.02 CHF | 280,000 | 280,000 | 111,178 | 111,178 | 331,595 CHF | 332,710 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 2.92 CHF | 2.93 CHF | 270,000 | 270,000 | 109,041 | 109,041 | 319,757 CHF | 320,849 CHF | 99.76% | 99.76% |
13/11/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 280,000 | 280,000 | 113,495 | 113,495 | 341,163 CHF | 342,300 CHF | 100.00% | 100.00% |
12/11/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 280,000 | 280,000 | 111,411 | 111,411 | 331,636 CHF | 332,752 CHF | 99.95% | 99.95% |
11/11/2024 | 0.36% | 2.92 CHF | 2.93 CHF | 270,000 | 270,000 | 102,894 | 102,894 | 293,717 CHF | 294,748 CHF | 99.35% | 99.35% |
08/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 260,000 | 260,000 | 103,098 | 103,098 | 289,043 CHF | 290,076 CHF | 99.53% | 99.53% |
07/11/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 260,000 | 260,000 | 108,124 | 108,124 | 309,008 CHF | 310,091 CHF | 99.86% | 99.86% |