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 | 0.22% | 43.95 CHF | 44.05 CHF | 5,900 | 5,900 | 5,876 | 5,876 | 263,144 CHF | 263,731 CHF | 100.00% | 100.00% |
19/11/2024 | 0.23% | 43.60 CHF | 43.70 CHF | 5,900 | 5,900 | 5,892 | 5,892 | 256,439 CHF | 257,029 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 43.95 CHF | 44.05 CHF | 5,900 | 5,900 | 5,905 | 5,905 | 254,993 CHF | 255,584 CHF | 100.00% | 100.00% |
15/11/2024 | 0.23% | 43.75 CHF | 43.85 CHF | 5,800 | 5,800 | 5,776 | 5,776 | 252,167 CHF | 252,745 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 44.85 CHF | 44.95 CHF | 6,400 | 6,400 | 6,374 | 6,374 | 284,907 CHF | 285,545 CHF | 100.00% | 100.00% |
13/11/2024 | 0.25% | 39.20 CHF | 39.30 CHF | 6,400 | 6,400 | 6,378 | 6,378 | 252,970 CHF | 253,607 CHF | 100.00% | 100.00% |
12/11/2024 | 0.24% | 40.80 CHF | 40.90 CHF | 6,000 | 6,000 | 5,917 | 5,917 | 250,549 CHF | 251,140 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 44.50 CHF | 44.60 CHF | 5,900 | 5,900 | 5,874 | 5,874 | 260,062 CHF | 260,650 CHF | 100.00% | 100.00% |
08/11/2024 | 0.23% | 43.70 CHF | 43.80 CHF | 6,100 | 6,100 | 6,107 | 6,107 | 262,067 CHF | 262,678 CHF | 99.18% | 99.18% |
07/11/2024 | 0.24% | 41.95 CHF | 42.05 CHF | 6,200 | 6,200 | 6,140 | 6,140 | 256,242 CHF | 256,856 CHF | 100.00% | 100.00% |