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 | 0.13% | 38.70 CHF | 38.75 CHF | 4,100 | 4,100 | 3,922 | 3,922 | 155,109 CHF | 155,305 CHF | 99.43% | 99.43% |
19/11/2024 | 0.13% | 38.50 CHF | 38.55 CHF | 4,000 | 4,000 | 3,955 | 3,955 | 152,975 CHF | 153,173 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 40.50 CHF | 40.55 CHF | 3,800 | 3,800 | 3,784 | 3,784 | 151,747 CHF | 151,936 CHF | 99.88% | 99.88% |
15/11/2024 | 0.12% | 40.10 CHF | 40.15 CHF | 3,900 | 3,900 | 3,884 | 3,884 | 155,526 CHF | 155,721 CHF | 99.90% | 99.90% |
14/11/2024 | 0.13% | 39.75 CHF | 39.80 CHF | 3,900 | 3,900 | 3,967 | 3,967 | 154,937 CHF | 155,135 CHF | 98.52% | 98.52% |
13/11/2024 | 0.13% | 38.55 CHF | 38.60 CHF | 4,200 | 4,200 | 4,025 | 4,025 | 159,315 CHF | 159,517 CHF | 100.00% | 100.00% |
12/11/2024 | 0.13% | 37.95 CHF | 38.00 CHF | 3,900 | 3,900 | 3,720 | 3,720 | 147,204 CHF | 147,390 CHF | 99.88% | 99.88% |
11/11/2024 | 0.12% | 41.75 CHF | 41.80 CHF | 3,800 | 3,800 | 3,784 | 3,784 | 159,242 CHF | 159,431 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 40.50 CHF | 40.55 CHF | 3,700 | 3,700 | 3,685 | 3,685 | 151,012 CHF | 151,196 CHF | 99.05% | 99.05% |
07/11/2024 | 0.12% | 42.25 CHF | 42.30 CHF | 3,700 | 3,700 | 3,685 | 3,685 | 156,090 CHF | 156,275 CHF | 100.00% | 100.00% |