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 | 0.34% | 2.89 CHF | 2.90 CHF | 35,000 | 35,000 | 34,533 | 34,533 | 100,934 CHF | 101,280 CHF | 100.00% | 100.00% |
19/11/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 34,000 | 34,000 | 33,865 | 33,865 | 101,970 CHF | 102,308 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 34,000 | 34,000 | 33,825 | 33,825 | 104,399 CHF | 104,737 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 34,000 | 34,000 | 33,432 | 33,432 | 103,724 CHF | 104,058 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 34,000 | 34,000 | 33,860 | 33,860 | 104,309 CHF | 104,647 CHF | 100.00% | 100.00% |
13/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 34,000 | 34,000 | 33,010 | 33,010 | 104,346 CHF | 104,677 CHF | 100.00% | 100.00% |
12/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 36,000 | 36,000 | 34,939 | 34,939 | 98,168 CHF | 98,517 CHF | 99.87% | 99.87% |
11/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 35,000 | 35,000 | 34,855 | 34,855 | 100,077 CHF | 100,426 CHF | 99.69% | 99.69% |
08/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 36,000 | 36,000 | 35,127 | 35,127 | 97,494 CHF | 97,845 CHF | 99.21% | 99.21% |
07/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 35,000 | 35,000 | 35,058 | 35,058 | 97,373 CHF | 97,724 CHF | 99.39% | 99.39% |