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 | 1.13% | 3.47 CHF | 3.49 CHF | 29,400 | 29,400 | 13,058 | 13,058 | 46,939 CHF | 47,372 CHF | 99.90% | 99.90% |
19/11/2024 | 1.20% | 3.42 CHF | 3.44 CHF | 31,100 | 31,100 | 13,795 | 13,795 | 47,268 CHF | 47,726 CHF | 100.00% | 100.00% |
18/11/2024 | 1.20% | 3.50 CHF | 3.52 CHF | 30,900 | 30,900 | 13,796 | 13,796 | 47,488 CHF | 47,948 CHF | 99.90% | 99.90% |
15/11/2024 | 1.14% | 3.40 CHF | 3.42 CHF | 29,300 | 29,300 | 13,007 | 13,007 | 46,278 CHF | 46,709 CHF | 99.90% | 99.90% |
14/11/2024 | 1.08% | 3.70 CHF | 3.72 CHF | 28,100 | 28,100 | 12,498 | 12,498 | 47,020 CHF | 47,435 CHF | 100.00% | 100.00% |
13/11/2024 | 1.07% | 3.78 CHF | 3.80 CHF | 27,700 | 27,700 | 12,358 | 12,358 | 46,966 CHF | 47,376 CHF | 100.00% | 100.00% |
12/11/2024 | 1.05% | 3.91 CHF | 3.93 CHF | 27,100 | 27,100 | 12,123 | 12,123 | 47,483 CHF | 47,886 CHF | 99.85% | 99.85% |
11/11/2024 | 1.02% | 3.95 CHF | 3.97 CHF | 26,100 | 26,100 | 11,666 | 11,666 | 46,906 CHF | 47,294 CHF | 99.57% | 99.57% |
08/11/2024 | 1.03% | 4.05 CHF | 4.07 CHF | 26,500 | 26,500 | 11,967 | 11,967 | 47,985 CHF | 48,382 CHF | 99.17% | 99.17% |
07/11/2024 | 1.02% | 3.99 CHF | 4.01 CHF | 26,800 | 26,800 | 11,862 | 11,862 | 47,730 CHF | 48,125 CHF | 99.89% | 99.89% |