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 | 0.32% | 3.07 CHF | 3.08 CHF | 35,000 | 35,000 | 34,533 | 34,533 | 107,312 CHF | 107,658 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 3.16 CHF | 3.17 CHF | 34,000 | 34,000 | 33,865 | 33,865 | 108,148 CHF | 108,487 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 34,000 | 34,000 | 33,825 | 33,825 | 110,641 CHF | 110,979 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 34,000 | 34,000 | 33,431 | 33,431 | 109,887 CHF | 110,221 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 34,000 | 34,000 | 33,860 | 33,860 | 110,564 CHF | 110,903 CHF | 100.00% | 100.00% |
13/11/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 34,000 | 34,000 | 33,010 | 33,010 | 110,357 CHF | 110,687 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 2.94 CHF | 2.95 CHF | 36,000 | 36,000 | 34,939 | 34,939 | 104,677 CHF | 105,027 CHF | 99.85% | 99.85% |
11/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 35,000 | 35,000 | 34,855 | 34,855 | 106,568 CHF | 106,917 CHF | 99.69% | 99.69% |
08/11/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 36,000 | 36,000 | 35,127 | 35,127 | 104,075 CHF | 104,427 CHF | 99.23% | 99.23% |
07/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 35,000 | 35,000 | 35,058 | 35,058 | 103,883 CHF | 104,233 CHF | 99.39% | 99.39% |