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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.25% | 3.94 CHF | 3.94 CHF | 46,000 | 47,000 | 46,072 | 46,072 | 180,943 CHF | 181,403 CHF | 0.96% | 97.34% |
22/11/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 47,000 | 47,000 | 45,851 | 45,851 | 176,074 CHF | 176,532 CHF | 100.00% | 100.00% |
20/11/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 47,000 | 47,000 | 45,747 | 45,747 | 177,567 CHF | 178,024 CHF | 100.00% | 100.00% |
19/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 47,000 | 47,000 | 45,696 | 45,696 | 175,986 CHF | 176,443 CHF | 100.00% | 100.00% |
18/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 47,000 | 47,000 | 45,752 | 45,752 | 176,850 CHF | 177,307 CHF | 100.00% | 100.00% |
15/11/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 47,000 | 47,000 | 45,698 | 45,698 | 176,640 CHF | 177,097 CHF | 100.00% | 100.00% |
14/11/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 47,000 | 47,000 | 46,283 | 46,283 | 175,817 CHF | 176,280 CHF | 99.39% | 99.39% |
13/11/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 47,000 | 47,000 | 45,865 | 45,865 | 176,358 CHF | 176,817 CHF | 100.00% | 100.00% |
12/11/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 47,000 | 47,000 | 45,557 | 45,557 | 176,696 CHF | 177,152 CHF | 98.86% | 100.00% |
11/11/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 46,000 | 46,000 | 43,870 | 43,870 | 176,763 CHF | 177,201 CHF | 99.93% | 99.93% |