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 | 0.31% | 3.30 CHF | 3.31 CHF | 280,000 | 280,000 | 114,125 | 114,125 | 375,376 CHF | 376,520 CHF | 99.89% | 99.89% |
19/11/2024 | 0.32% | 3.27 CHF | 3.28 CHF | 280,000 | 280,000 | 110,688 | 110,688 | 359,202 CHF | 360,311 CHF | 99.95% | 99.95% |
18/11/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 280,000 | 280,000 | 107,072 | 107,072 | 348,839 CHF | 349,911 CHF | 99.89% | 99.89% |
15/11/2024 | 0.32% | 3.28 CHF | 3.29 CHF | 280,000 | 280,000 | 111,180 | 111,180 | 361,432 CHF | 362,547 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 270,000 | 270,000 | 109,040 | 109,040 | 348,977 CHF | 350,069 CHF | 99.76% | 99.76% |
13/11/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 280,000 | 280,000 | 113,502 | 113,502 | 371,513 CHF | 372,650 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 3.29 CHF | 3.30 CHF | 280,000 | 280,000 | 111,380 | 111,380 | 361,189 CHF | 362,305 CHF | 99.95% | 99.95% |
11/11/2024 | 0.33% | 3.18 CHF | 3.19 CHF | 270,000 | 270,000 | 102,894 | 102,894 | 321,071 CHF | 322,102 CHF | 99.36% | 99.36% |
08/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 260,000 | 260,000 | 103,098 | 103,098 | 316,166 CHF | 317,199 CHF | 99.53% | 99.53% |
07/11/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 260,000 | 260,000 | 108,126 | 108,126 | 337,551 CHF | 338,635 CHF | 99.86% | 99.86% |