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% | 3.27 CHF | 3.28 CHF | 280,000 | 280,000 | 114,117 | 114,117 | 371,721 CHF | 372,865 CHF | 99.89% | 99.89% |
19/11/2024 | 0.32% | 3.24 CHF | 3.25 CHF | 280,000 | 280,000 | 110,666 | 110,666 | 355,500 CHF | 356,609 CHF | 99.95% | 99.95% |
18/11/2024 | 0.32% | 3.24 CHF | 3.25 CHF | 280,000 | 280,000 | 107,064 | 107,064 | 345,326 CHF | 346,399 CHF | 99.89% | 99.89% |
15/11/2024 | 0.32% | 3.24 CHF | 3.25 CHF | 280,000 | 280,000 | 111,150 | 111,150 | 357,623 CHF | 358,738 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 270,000 | 270,000 | 109,040 | 109,040 | 345,310 CHF | 346,402 CHF | 99.76% | 99.76% |
13/11/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 280,000 | 280,000 | 113,494 | 113,494 | 367,732 CHF | 368,869 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 3.26 CHF | 3.27 CHF | 280,000 | 280,000 | 111,410 | 111,410 | 357,654 CHF | 358,770 CHF | 99.95% | 99.95% |
11/11/2024 | 0.33% | 3.15 CHF | 3.16 CHF | 270,000 | 270,000 | 102,895 | 102,895 | 317,563 CHF | 318,594 CHF | 99.35% | 99.35% |
08/11/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 260,000 | 260,000 | 103,098 | 103,098 | 312,730 CHF | 313,763 CHF | 99.53% | 99.53% |
07/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 260,000 | 260,000 | 108,122 | 108,122 | 333,817 CHF | 334,900 CHF | 99.86% | 99.86% |