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 | 0.31% | 3.16 CHF | 3.17 CHF | 32,100 | 32,100 | 31,263 | 31,263 | 101,512 CHF | 101,825 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 32,200 | 32,200 | 31,353 | 31,353 | 100,226 CHF | 100,540 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 32,500 | 32,500 | 31,654 | 31,654 | 101,636 CHF | 101,952 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 32,800 | 32,800 | 31,945 | 31,945 | 100,902 CHF | 101,222 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 32,200 | 32,200 | 31,358 | 31,358 | 96,603 CHF | 96,916 CHF | 99.35% | 99.35% |
13/11/2024 | 0.31% | 3.16 CHF | 3.17 CHF | 32,200 | 32,200 | 31,362 | 31,362 | 101,249 CHF | 101,563 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 3.14 CHF | 3.15 CHF | 30,700 | 30,700 | 29,900 | 29,900 | 95,832 CHF | 96,131 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 3.35 CHF | 3.36 CHF | 28,700 | 28,700 | 27,952 | 27,952 | 94,743 CHF | 95,022 CHF | 99.93% | 99.93% |
08/11/2024 | 0.26% | 3.65 CHF | 3.66 CHF | 25,200 | 25,200 | 23,338 | 23,338 | 90,759 CHF | 90,993 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 4.50 CHF | 4.51 CHF | 26,100 | 26,100 | 25,409 | 25,409 | 110,829 CHF | 111,083 CHF | 98.39% | 98.39% |