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 | 0.32% | 3.21 CHF | 3.22 CHF | 280,000 | 280,000 | 114,120 | 114,120 | 365,145 CHF | 366,288 CHF | 99.89% | 99.89% |
19/11/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 280,000 | 280,000 | 110,693 | 110,693 | 349,356 CHF | 350,465 CHF | 99.95% | 99.95% |
18/11/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 280,000 | 280,000 | 107,072 | 107,072 | 339,254 CHF | 340,326 CHF | 99.89% | 99.89% |
15/11/2024 | 0.33% | 3.19 CHF | 3.20 CHF | 280,000 | 280,000 | 111,177 | 111,177 | 351,448 CHF | 352,563 CHF | 100.00% | 100.00% |
14/11/2024 | 0.33% | 3.10 CHF | 3.11 CHF | 270,000 | 270,000 | 109,040 | 109,040 | 339,193 CHF | 340,285 CHF | 99.76% | 99.76% |
13/11/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 280,000 | 280,000 | 113,494 | 113,494 | 361,358 CHF | 362,495 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 3.20 CHF | 3.21 CHF | 280,000 | 280,000 | 111,417 | 111,417 | 351,287 CHF | 352,403 CHF | 99.95% | 99.95% |
11/11/2024 | 0.34% | 3.09 CHF | 3.10 CHF | 270,000 | 270,000 | 102,896 | 102,896 | 311,847 CHF | 312,878 CHF | 99.35% | 99.35% |
08/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 260,000 | 260,000 | 103,097 | 103,097 | 306,974 CHF | 308,007 CHF | 99.53% | 99.53% |
07/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 260,000 | 260,000 | 108,129 | 108,129 | 327,931 CHF | 329,014 CHF | 99.86% | 99.86% |