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 | 3.26% | 0.30 CHF | 0.31 CHF | 170,900 | 170,900 | 170,900 | 170,900 | 51,506 CHF | 53,215 CHF | 100.00% | 100.00% |
19/11/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 49,674 CHF | 51,374 CHF | 100.00% | 100.00% |
18/11/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 172,000 | 172,000 | 172,000 | 172,000 | 51,841 CHF | 53,561 CHF | 99.95% | 99.95% |
15/11/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 175,100 | 175,100 | 175,100 | 175,100 | 52,330 CHF | 54,081 CHF | 100.00% | 100.00% |
14/11/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 178,300 | 178,300 | 178,300 | 178,300 | 51,477 CHF | 53,260 CHF | 100.00% | 100.00% |
13/11/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 178,100 | 178,100 | 178,100 | 178,100 | 50,387 CHF | 52,168 CHF | 100.00% | 100.00% |
12/11/2024 | 3.42% | 0.28 CHF | 0.29 CHF | 173,300 | 173,300 | 173,300 | 173,300 | 49,848 CHF | 51,581 CHF | 99.85% | 99.85% |
11/11/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 178,700 | 178,700 | 178,700 | 178,700 | 53,152 CHF | 54,939 CHF | 99.66% | 99.66% |
08/11/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 176,500 | 176,500 | 176,500 | 176,500 | 49,862 CHF | 51,627 CHF | 99.46% | 99.46% |
07/11/2024 | 3.36% | 0.28 CHF | 0.29 CHF | 179,700 | 179,700 | 179,700 | 179,700 | 52,587 CHF | 54,384 CHF | 100.00% | 100.00% |