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% | 3.17 CHF | 3.18 CHF | 280,000 | 280,000 | 114,130 | 114,130 | 361,235 CHF | 362,378 CHF | 99.90% | 99.90% |
19/11/2024 | 0.33% | 3.15 CHF | 3.16 CHF | 280,000 | 280,000 | 110,670 | 110,670 | 345,373 CHF | 346,482 CHF | 99.95% | 99.95% |
18/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 280,000 | 280,000 | 107,081 | 107,081 | 335,497 CHF | 336,570 CHF | 99.90% | 99.90% |
15/11/2024 | 0.33% | 3.15 CHF | 3.16 CHF | 280,000 | 280,000 | 111,144 | 111,144 | 347,227 CHF | 348,342 CHF | 100.00% | 100.00% |
14/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 270,000 | 270,000 | 109,039 | 109,039 | 335,148 CHF | 336,240 CHF | 99.76% | 99.76% |
13/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 280,000 | 280,000 | 113,500 | 113,500 | 357,211 CHF | 358,348 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 3.17 CHF | 3.18 CHF | 280,000 | 280,000 | 111,406 | 111,406 | 347,318 CHF | 348,434 CHF | 99.95% | 99.95% |
11/11/2024 | 0.34% | 3.06 CHF | 3.07 CHF | 270,000 | 270,000 | 102,896 | 102,896 | 308,079 CHF | 309,110 CHF | 99.35% | 99.35% |
08/11/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 260,000 | 260,000 | 103,101 | 103,101 | 303,263 CHF | 304,296 CHF | 99.53% | 99.53% |
07/11/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 260,000 | 260,000 | 108,130 | 108,130 | 324,044 CHF | 325,128 CHF | 99.86% | 99.86% |