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 | 0.15% | 32.70 CHF | 32.75 CHF | 3,300 | 3,300 | 3,287 | 3,287 | 109,964 CHF | 110,128 CHF | 99.44% | 99.44% |
19/11/2024 | 0.15% | 32.75 CHF | 32.80 CHF | 3,300 | 3,300 | 3,286 | 3,286 | 106,369 CHF | 106,533 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 33.75 CHF | 33.80 CHF | 3,400 | 3,400 | 3,389 | 3,389 | 112,856 CHF | 113,025 CHF | 99.88% | 99.88% |
15/11/2024 | 0.15% | 32.40 CHF | 32.45 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 110,039 CHF | 110,209 CHF | 100.00% | 100.00% |
14/11/2024 | 0.16% | 31.80 CHF | 31.85 CHF | 3,500 | 3,500 | 3,500 | 3,500 | 109,265 CHF | 109,440 CHF | 98.55% | 98.55% |
13/11/2024 | 0.17% | 30.10 CHF | 30.15 CHF | 3,600 | 3,600 | 3,600 | 3,600 | 108,921 CHF | 109,101 CHF | 99.90% | 99.90% |
12/11/2024 | 0.16% | 30.05 CHF | 30.10 CHF | 3,200 | 3,200 | 3,200 | 3,200 | 101,458 CHF | 101,618 CHF | 99.88% | 99.88% |
11/11/2024 | 0.15% | 33.95 CHF | 34.00 CHF | 3,100 | 3,100 | 3,131 | 3,131 | 106,996 CHF | 107,152 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 32.90 CHF | 32.95 CHF | 3,300 | 3,300 | 3,252 | 3,252 | 108,429 CHF | 108,592 CHF | 99.05% | 99.05% |
07/11/2024 | 0.15% | 34.00 CHF | 34.05 CHF | 2,900 | 2,900 | 2,925 | 2,925 | 100,288 CHF | 100,434 CHF | 99.90% | 99.90% |