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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 22,200 | 22,200 | 22,447 | 22,447 | 80,336 CHF | 80,561 CHF | 100.00% | 100.00% |
20/11/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 21,600 | 21,600 | 21,665 | 21,665 | 78,191 CHF | 78,408 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 3.58 CHF | 3.59 CHF | 21,600 | 21,600 | 22,065 | 22,065 | 77,210 CHF | 77,431 CHF | 100.00% | 100.00% |
18/11/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 21,600 | 21,600 | 21,735 | 21,735 | 77,251 CHF | 77,469 CHF | 100.00% | 100.00% |
15/11/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 21,300 | 21,300 | 21,300 | 21,300 | 77,904 CHF | 78,117 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 3.70 CHF | 3.71 CHF | 22,100 | 22,100 | 22,266 | 22,266 | 79,818 CHF | 80,041 CHF | 100.00% | 100.00% |
13/11/2024 | 0.28% | 3.46 CHF | 3.47 CHF | 22,300 | 22,300 | 22,164 | 22,164 | 77,891 CHF | 78,113 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 21,400 | 21,400 | 21,051 | 21,051 | 75,879 CHF | 76,089 CHF | 99.85% | 99.85% |
11/11/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 21,000 | 21,000 | 20,947 | 20,947 | 79,640 CHF | 79,850 CHF | 99.67% | 99.67% |
08/11/2024 | 0.26% | 3.75 CHF | 3.76 CHF | 21,000 | 21,000 | 20,975 | 20,975 | 79,237 CHF | 79,446 CHF | 99.16% | 99.16% |