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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.53% | 3.40 CHF | 3.41 CHF | 88,000 | 88,000 | 39,308 | 39,308 | 133,903 CHF | 134,499 CHF | 100.00% | 100.00% |
22/11/2024 | 0.53% | 3.40 CHF | 3.41 CHF | 88,000 | 88,000 | 39,220 | 39,220 | 133,264 CHF | 133,859 CHF | 100.00% | 100.00% |
20/11/2024 | 0.55% | 3.20 CHF | 3.21 CHF | 91,000 | 91,000 | 40,581 | 40,581 | 131,422 CHF | 132,036 CHF | 99.90% | 99.90% |
19/11/2024 | 0.56% | 3.17 CHF | 3.18 CHF | 92,000 | 92,000 | 40,990 | 40,990 | 130,281 CHF | 130,902 CHF | 100.00% | 100.00% |
18/11/2024 | 0.56% | 3.21 CHF | 3.22 CHF | 91,000 | 91,000 | 40,848 | 40,848 | 130,445 CHF | 131,064 CHF | 99.90% | 99.90% |
15/11/2024 | 0.55% | 3.18 CHF | 3.19 CHF | 91,000 | 91,000 | 40,558 | 40,558 | 131,087 CHF | 131,701 CHF | 99.90% | 99.90% |
14/11/2024 | 0.54% | 3.27 CHF | 3.28 CHF | 90,000 | 90,000 | 40,338 | 40,338 | 132,899 CHF | 133,511 CHF | 100.00% | 100.00% |
13/11/2024 | 0.54% | 3.29 CHF | 3.30 CHF | 90,000 | 90,000 | 40,404 | 40,404 | 133,010 CHF | 133,623 CHF | 100.00% | 100.00% |
12/11/2024 | 0.54% | 3.32 CHF | 3.33 CHF | 89,000 | 89,000 | 40,194 | 40,194 | 133,537 CHF | 134,148 CHF | 99.87% | 99.87% |
11/11/2024 | 0.54% | 3.32 CHF | 3.33 CHF | 89,000 | 89,000 | 40,173 | 40,173 | 134,405 CHF | 135,015 CHF | 99.59% | 99.59% |