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 | 0.28% | 3.46 CHF | 3.47 CHF | 36,400 | 36,400 | 36,201 | 36,201 | 128,454 CHF | 128,816 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 36,900 | 36,900 | 36,868 | 36,868 | 128,130 CHF | 128,499 CHF | 100.00% | 100.00% |
18/11/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 38,200 | 38,200 | 37,911 | 37,911 | 134,568 CHF | 134,947 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 39,100 | 39,100 | 38,515 | 38,515 | 132,484 CHF | 132,869 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 3.39 CHF | 3.40 CHF | 41,500 | 41,500 | 42,221 | 42,221 | 135,401 CHF | 135,823 CHF | 99.35% | 99.35% |
13/11/2024 | 0.32% | 3.04 CHF | 3.05 CHF | 40,600 | 40,600 | 40,206 | 40,206 | 124,728 CHF | 125,130 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 3.28 CHF | 3.29 CHF | 38,500 | 38,500 | 37,973 | 37,973 | 131,680 CHF | 132,060 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 38,400 | 38,400 | 38,542 | 38,542 | 131,045 CHF | 131,430 CHF | 99.93% | 99.93% |
08/11/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 35,000 | 35,000 | 34,800 | 34,800 | 115,259 CHF | 115,607 CHF | 99.40% | 99.40% |
07/11/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 36,500 | 36,500 | 36,431 | 36,431 | 139,982 CHF | 140,346 CHF | 100.00% | 100.00% |