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 | 0.29% | 3.38 CHF | 3.39 CHF | 35,000 | 35,000 | 34,533 | 34,533 | 117,892 CHF | 118,238 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 34,000 | 34,000 | 33,865 | 33,865 | 118,527 CHF | 118,866 CHF | 100.00% | 100.00% |
18/11/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 34,000 | 34,000 | 33,825 | 33,825 | 120,988 CHF | 121,327 CHF | 100.00% | 100.00% |
15/11/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 34,000 | 34,000 | 33,432 | 33,432 | 120,139 CHF | 120,474 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 34,000 | 34,000 | 33,860 | 33,860 | 120,922 CHF | 121,261 CHF | 100.00% | 100.00% |
13/11/2024 | 0.27% | 3.60 CHF | 3.61 CHF | 34,000 | 34,000 | 33,010 | 33,010 | 120,556 CHF | 120,886 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 3.24 CHF | 3.25 CHF | 36,000 | 36,000 | 34,939 | 34,939 | 115,307 CHF | 115,656 CHF | 99.86% | 99.86% |
11/11/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 35,000 | 35,000 | 34,855 | 34,855 | 117,201 CHF | 117,549 CHF | 99.70% | 99.70% |
08/11/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 36,000 | 36,000 | 35,128 | 35,128 | 114,795 CHF | 115,147 CHF | 99.24% | 99.24% |
07/11/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 35,000 | 35,000 | 35,058 | 35,058 | 114,625 CHF | 114,975 CHF | 99.39% | 99.39% |