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 | 0.30% | 3.39 CHF | 3.40 CHF | 280,000 | 280,000 | 114,116 | 114,116 | 385,577 CHF | 386,721 CHF | 99.89% | 99.89% |
19/11/2024 | 0.31% | 3.36 CHF | 3.37 CHF | 280,000 | 280,000 | 110,692 | 110,692 | 369,061 CHF | 370,170 CHF | 99.95% | 99.95% |
18/11/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 280,000 | 280,000 | 107,068 | 107,068 | 358,412 CHF | 359,485 CHF | 99.89% | 99.89% |
15/11/2024 | 0.31% | 3.37 CHF | 3.38 CHF | 280,000 | 280,000 | 111,180 | 111,180 | 371,390 CHF | 372,506 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 270,000 | 270,000 | 109,040 | 109,040 | 358,759 CHF | 359,852 CHF | 99.76% | 99.76% |
13/11/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 280,000 | 280,000 | 113,500 | 113,500 | 381,617 CHF | 382,754 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 3.38 CHF | 3.39 CHF | 280,000 | 280,000 | 111,407 | 111,407 | 371,201 CHF | 372,317 CHF | 99.95% | 99.95% |
11/11/2024 | 0.32% | 3.27 CHF | 3.28 CHF | 270,000 | 270,000 | 102,896 | 102,896 | 330,198 CHF | 331,229 CHF | 99.36% | 99.36% |
08/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 260,000 | 260,000 | 103,100 | 103,100 | 325,285 CHF | 326,318 CHF | 99.53% | 99.53% |
07/11/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 260,000 | 260,000 | 108,125 | 108,125 | 347,056 CHF | 348,140 CHF | 99.86% | 99.86% |