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 | 0.28% | 3.48 CHF | 3.49 CHF | 38,000 | 38,000 | 37,222 | 37,222 | 131,211 CHF | 131,583 CHF | 99.48% | 99.48% |
19/11/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 38,000 | 38,000 | 38,196 | 38,196 | 128,474 CHF | 128,856 CHF | 100.00% | 100.00% |
18/11/2024 | 0.28% | 3.49 CHF | 3.50 CHF | 38,000 | 38,000 | 37,149 | 37,149 | 131,686 CHF | 132,057 CHF | 99.90% | 99.90% |
15/11/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 132,034 CHF | 132,404 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 131,722 CHF | 132,092 CHF | 98.59% | 98.59% |
13/11/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 130,469 CHF | 130,839 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 37,000 | 37,000 | 36,978 | 36,978 | 133,518 CHF | 133,888 CHF | 99.88% | 99.88% |
11/11/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 134,324 CHF | 134,684 CHF | 100.00% | 100.00% |
08/11/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 133,376 CHF | 133,736 CHF | 98.29% | 98.29% |
07/11/2024 | 0.26% | 3.78 CHF | 3.79 CHF | 36,000 | 36,000 | 35,992 | 35,992 | 136,186 CHF | 136,546 CHF | 100.00% | 100.00% |