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 | 0.26% | 3.79 CHF | 3.80 CHF | 27,000 | 27,000 | 26,547 | 26,547 | 102,284 CHF | 102,550 CHF | 100.00% | 100.00% |
19/11/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 26,900 | 26,900 | 26,624 | 26,624 | 101,878 CHF | 102,145 CHF | 98.89% | 98.89% |
18/11/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 26,600 | 26,600 | 26,442 | 26,442 | 103,077 CHF | 103,341 CHF | 100.00% | 100.00% |
15/11/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 26,500 | 26,500 | 26,392 | 26,392 | 105,381 CHF | 105,645 CHF | 71.68% | 71.68% |
14/11/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 26,200 | 26,200 | 26,056 | 26,056 | 104,422 CHF | 104,683 CHF | 100.00% | 100.00% |
13/11/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 26,300 | 26,300 | 26,050 | 26,050 | 104,551 CHF | 104,812 CHF | 99.36% | 99.36% |
12/11/2024 | 0.24% | 4.06 CHF | 4.07 CHF | 26,100 | 26,100 | 25,489 | 25,489 | 106,155 CHF | 106,410 CHF | 100.00% | 100.00% |
11/11/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 25,400 | 25,400 | 25,207 | 25,207 | 107,288 CHF | 107,540 CHF | 100.00% | 100.00% |
08/11/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 26,000 | 26,000 | 25,622 | 25,622 | 106,389 CHF | 106,646 CHF | 100.00% | 100.00% |
07/11/2024 | 0.24% | 4.30 CHF | 4.31 CHF | 25,400 | 25,400 | 25,377 | 25,377 | 107,870 CHF | 108,124 CHF | 100.00% | 100.00% |