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 | 0.58% | 3.31 CHF | 3.33 CHF | 78,800 | 78,800 | 78,800 | 78,800 | 272,171 CHF | 273,747 CHF | 100.00% | 100.00% |
19/11/2024 | 0.60% | 3.38 CHF | 3.40 CHF | 78,100 | 78,100 | 78,100 | 78,100 | 257,510 CHF | 259,072 CHF | 100.00% | 100.00% |
18/11/2024 | 0.58% | 3.54 CHF | 3.56 CHF | 80,100 | 80,100 | 80,100 | 80,100 | 276,706 CHF | 278,308 CHF | 98.97% | 98.97% |
15/11/2024 | 0.56% | 3.36 CHF | 3.38 CHF | 75,600 | 75,600 | 75,600 | 75,600 | 269,879 CHF | 271,391 CHF | 100.00% | 100.00% |
14/11/2024 | 0.53% | 3.87 CHF | 3.89 CHF | 76,700 | 76,700 | 76,700 | 76,700 | 290,689 CHF | 292,223 CHF | 100.00% | 100.00% |
13/11/2024 | 0.53% | 3.72 CHF | 3.74 CHF | 74,800 | 74,800 | 74,800 | 74,800 | 280,301 CHF | 281,797 CHF | 99.88% | 99.88% |
12/11/2024 | 0.48% | 4.01 CHF | 4.03 CHF | 68,500 | 68,500 | 68,500 | 68,500 | 285,127 CHF | 286,497 CHF | 100.00% | 100.00% |
11/11/2024 | 0.46% | 4.38 CHF | 4.40 CHF | 67,100 | 67,100 | 67,100 | 67,100 | 290,195 CHF | 291,537 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 4.01 CHF | 4.03 CHF | 67,400 | 67,400 | 67,400 | 67,400 | 268,764 CHF | 270,112 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 4.16 CHF | 4.18 CHF | 68,400 | 68,400 | 68,400 | 68,400 | 280,785 CHF | 282,153 CHF | 99.68% | 99.68% |