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 | 0.14% | 35.65 CHF | 35.70 CHF | 5,500 | 5,500 | 5,483 | 5,483 | 199,611 CHF | 199,885 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 34.70 CHF | 34.75 CHF | 5,700 | 5,700 | 5,677 | 5,677 | 192,065 CHF | 192,349 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 34.25 CHF | 34.30 CHF | 5,800 | 5,800 | 5,776 | 5,776 | 195,361 CHF | 195,649 CHF | 100.00% | 100.00% |
15/11/2024 | 0.15% | 33.15 CHF | 33.20 CHF | 5,500 | 5,500 | 5,475 | 5,475 | 186,058 CHF | 186,332 CHF | 99.90% | 99.90% |
14/11/2024 | 0.14% | 35.30 CHF | 35.35 CHF | 5,500 | 5,500 | 5,538 | 5,538 | 194,213 CHF | 194,490 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 34.70 CHF | 34.75 CHF | 5,600 | 5,600 | 5,564 | 5,564 | 189,525 CHF | 189,803 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 35.85 CHF | 35.90 CHF | 5,300 | 5,300 | 5,278 | 5,278 | 191,091 CHF | 191,355 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 36.45 CHF | 36.50 CHF | 5,400 | 5,400 | 5,378 | 5,378 | 200,350 CHF | 200,619 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 36.50 CHF | 36.55 CHF | 5,400 | 5,400 | 5,378 | 5,378 | 196,279 CHF | 196,548 CHF | 99.19% | 99.19% |
07/11/2024 | 0.14% | 35.85 CHF | 35.90 CHF | 6,000 | 6,000 | 6,012 | 6,012 | 209,174 CHF | 209,475 CHF | 100.00% | 100.00% |