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% | 3.87 CHF | 3.88 CHF | 35,000 | 35,000 | 34,533 | 34,533 | 135,174 CHF | 135,519 CHF | 100.00% | 100.00% |
19/11/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 34,000 | 34,000 | 33,865 | 33,865 | 135,460 CHF | 135,799 CHF | 100.00% | 100.00% |
18/11/2024 | 0.24% | 4.06 CHF | 4.07 CHF | 34,000 | 34,000 | 33,825 | 33,825 | 137,965 CHF | 138,304 CHF | 100.00% | 100.00% |
15/11/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 34,000 | 34,000 | 33,432 | 33,432 | 136,952 CHF | 137,286 CHF | 100.00% | 100.00% |
14/11/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 34,000 | 34,000 | 33,860 | 33,860 | 137,924 CHF | 138,263 CHF | 100.00% | 100.00% |
13/11/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 34,000 | 34,000 | 33,010 | 33,010 | 137,075 CHF | 137,405 CHF | 100.00% | 100.00% |
12/11/2024 | 0.26% | 3.74 CHF | 3.75 CHF | 36,000 | 36,000 | 34,939 | 34,939 | 132,832 CHF | 133,181 CHF | 99.86% | 99.86% |
11/11/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 35,000 | 35,000 | 34,855 | 34,855 | 134,723 CHF | 135,071 CHF | 99.68% | 99.68% |
08/11/2024 | 0.26% | 3.76 CHF | 3.77 CHF | 36,000 | 36,000 | 35,127 | 35,127 | 132,475 CHF | 132,827 CHF | 99.20% | 99.20% |
07/11/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 35,000 | 35,000 | 35,058 | 35,058 | 132,342 CHF | 132,693 CHF | 99.39% | 99.39% |