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 | 0.30% | 3.34 CHF | 3.35 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 177,838 CHF | 178,368 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 3.35 CHF | 3.36 CHF | 53,000 | 53,000 | 52,377 | 52,377 | 178,435 CHF | 178,959 CHF | 99.91% | 99.91% |
18/11/2024 | 0.30% | 3.46 CHF | 3.47 CHF | 52,000 | 52,000 | 52,843 | 52,843 | 177,161 CHF | 177,690 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 53,000 | 53,000 | 53,066 | 53,066 | 177,536 CHF | 178,067 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 52,000 | 52,000 | 52,697 | 52,697 | 179,359 CHF | 179,886 CHF | 100.00% | 100.00% |
13/11/2024 | 0.30% | 3.55 CHF | 3.56 CHF | 52,000 | 52,000 | 53,300 | 53,300 | 175,975 CHF | 176,508 CHF | 100.00% | 100.00% |
12/11/2024 | 0.26% | 3.53 CHF | 3.54 CHF | 52,000 | 52,000 | 49,992 | 49,992 | 191,962 CHF | 192,462 CHF | 99.83% | 99.83% |
11/11/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 195,646 CHF | 196,136 CHF | 100.00% | 100.00% |
08/11/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 49,000 | 49,000 | 49,780 | 49,780 | 192,944 CHF | 193,442 CHF | 98.97% | 98.97% |
07/11/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 50,000 | 50,000 | 49,122 | 49,122 | 192,148 CHF | 192,639 CHF | 100.00% | 100.00% |