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% | 3.36 CHF | 3.37 CHF | 280,000 | 280,000 | 114,120 | 114,120 | 382,179 CHF | 383,322 CHF | 99.89% | 99.89% |
19/11/2024 | 0.31% | 3.33 CHF | 3.34 CHF | 280,000 | 280,000 | 110,668 | 110,668 | 365,649 CHF | 366,757 CHF | 99.95% | 99.95% |
18/11/2024 | 0.31% | 3.33 CHF | 3.34 CHF | 280,000 | 280,000 | 107,062 | 107,062 | 355,146 CHF | 356,219 CHF | 99.89% | 99.89% |
15/11/2024 | 0.31% | 3.34 CHF | 3.35 CHF | 280,000 | 280,000 | 111,144 | 111,144 | 367,875 CHF | 368,990 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 270,000 | 270,000 | 109,041 | 109,041 | 355,349 CHF | 356,441 CHF | 99.76% | 99.76% |
13/11/2024 | 0.31% | 3.32 CHF | 3.33 CHF | 280,000 | 280,000 | 113,507 | 113,507 | 378,262 CHF | 379,399 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 3.35 CHF | 3.36 CHF | 280,000 | 280,000 | 111,382 | 111,382 | 367,778 CHF | 368,894 CHF | 99.95% | 99.95% |
11/11/2024 | 0.32% | 3.24 CHF | 3.25 CHF | 270,000 | 270,000 | 102,902 | 102,902 | 326,993 CHF | 328,024 CHF | 99.36% | 99.36% |
08/11/2024 | 0.33% | 3.11 CHF | 3.12 CHF | 260,000 | 260,000 | 103,099 | 103,099 | 322,075 CHF | 323,108 CHF | 99.53% | 99.53% |
07/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 260,000 | 260,000 | 108,123 | 108,123 | 343,723 CHF | 344,807 CHF | 99.86% | 99.86% |