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% | 3.29 CHF | 3.30 CHF | 104,000 | 104,000 | 102,740 | 102,740 | 331,522 CHF | 332,549 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 103,000 | 103,000 | 102,766 | 102,766 | 330,070 CHF | 331,097 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 337,730 CHF | 338,762 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 3.11 CHF | 3.12 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 299,251 CHF | 300,238 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 96,000 | 96,000 | 96,674 | 96,674 | 279,218 CHF | 280,185 CHF | 100.00% | 100.00% |
13/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 332,082 CHF | 333,106 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 315,012 CHF | 316,015 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 323,293 CHF | 324,307 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 337,110 CHF | 338,137 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 102,000 | 102,000 | 102,628 | 102,628 | 339,822 CHF | 340,848 CHF | 100.00% | 100.00% |