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 | 0.33% | 3.08 CHF | 3.09 CHF | 280,000 | 280,000 | 114,121 | 114,121 | 350,651 CHF | 351,795 CHF | 99.89% | 99.89% |
19/11/2024 | 0.34% | 3.06 CHF | 3.07 CHF | 280,000 | 280,000 | 110,663 | 110,663 | 335,192 CHF | 336,301 CHF | 99.95% | 99.95% |
18/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 280,000 | 280,000 | 107,065 | 107,065 | 325,544 CHF | 326,617 CHF | 99.89% | 99.89% |
15/11/2024 | 0.34% | 3.06 CHF | 3.07 CHF | 280,000 | 280,000 | 111,146 | 111,146 | 337,093 CHF | 338,208 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 270,000 | 270,000 | 109,047 | 109,047 | 325,194 CHF | 326,286 CHF | 99.76% | 99.76% |
13/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 280,000 | 280,000 | 113,501 | 113,501 | 346,907 CHF | 348,044 CHF | 100.00% | 100.00% |
12/11/2024 | 0.34% | 3.08 CHF | 3.09 CHF | 280,000 | 280,000 | 111,411 | 111,411 | 337,218 CHF | 338,334 CHF | 99.95% | 99.95% |
11/11/2024 | 0.35% | 2.97 CHF | 2.98 CHF | 270,000 | 270,000 | 102,891 | 102,891 | 298,670 CHF | 299,701 CHF | 99.36% | 99.36% |
08/11/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 260,000 | 260,000 | 103,102 | 103,102 | 293,876 CHF | 294,909 CHF | 99.53% | 99.53% |
07/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 260,000 | 260,000 | 108,129 | 108,129 | 314,226 CHF | 315,309 CHF | 99.86% | 99.86% |