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 | 0.29% | 3.47 CHF | 3.48 CHF | 104,000 | 104,000 | 102,739 | 102,739 | 350,673 CHF | 351,701 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 103,000 | 103,000 | 102,765 | 102,765 | 349,223 CHF | 350,250 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 356,992 CHF | 358,024 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 317,726 CHF | 318,713 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.02 CHF | 3.03 CHF | 96,000 | 96,000 | 96,674 | 96,674 | 297,306 CHF | 298,272 CHF | 100.00% | 100.00% |
13/11/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 351,273 CHF | 352,297 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 3.37 CHF | 3.38 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 333,690 CHF | 334,692 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 342,270 CHF | 343,284 CHF | 100.00% | 100.00% |
08/11/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 356,388 CHF | 357,415 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 102,000 | 102,000 | 102,628 | 102,628 | 359,157 CHF | 360,183 CHF | 100.00% | 100.00% |