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 | 0.28% | 3.52 CHF | 3.53 CHF | 35,000 | 35,000 | 34,533 | 34,533 | 122,768 CHF | 123,114 CHF | 100.00% | 100.00% |
19/11/2024 | 0.27% | 3.61 CHF | 3.62 CHF | 34,000 | 34,000 | 33,865 | 33,865 | 123,352 CHF | 123,690 CHF | 100.00% | 100.00% |
18/11/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 34,000 | 34,000 | 33,825 | 33,825 | 125,816 CHF | 126,154 CHF | 100.00% | 100.00% |
15/11/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 34,000 | 34,000 | 33,431 | 33,431 | 124,914 CHF | 125,248 CHF | 100.00% | 100.00% |
14/11/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 34,000 | 34,000 | 33,860 | 33,860 | 125,759 CHF | 126,098 CHF | 100.00% | 100.00% |
13/11/2024 | 0.26% | 3.74 CHF | 3.75 CHF | 34,000 | 34,000 | 33,010 | 33,010 | 125,183 CHF | 125,513 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 36,000 | 36,000 | 34,939 | 34,939 | 120,357 CHF | 120,706 CHF | 99.85% | 99.85% |
11/11/2024 | 0.28% | 3.50 CHF | 3.51 CHF | 35,000 | 35,000 | 34,855 | 34,855 | 122,235 CHF | 122,583 CHF | 99.69% | 99.69% |
08/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 36,000 | 36,000 | 35,127 | 35,127 | 119,892 CHF | 120,244 CHF | 99.23% | 99.23% |
07/11/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 35,000 | 35,000 | 35,059 | 35,059 | 119,744 CHF | 120,095 CHF | 99.39% | 99.39% |