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% | 3.09 CHF | 3.10 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 164,798 CHF | 165,328 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 53,000 | 53,000 | 52,377 | 52,377 | 165,537 CHF | 166,060 CHF | 99.90% | 99.90% |
18/11/2024 | 0.32% | 3.22 CHF | 3.23 CHF | 52,000 | 52,000 | 52,843 | 52,843 | 164,104 CHF | 164,632 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 3.04 CHF | 3.05 CHF | 53,000 | 53,000 | 53,066 | 53,066 | 164,478 CHF | 165,009 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.21 CHF | 3.22 CHF | 52,000 | 52,000 | 52,696 | 52,696 | 166,388 CHF | 166,915 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 3.31 CHF | 3.32 CHF | 52,000 | 52,000 | 53,300 | 53,300 | 162,856 CHF | 163,389 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 3.29 CHF | 3.30 CHF | 52,000 | 52,000 | 49,992 | 49,992 | 179,654 CHF | 180,154 CHF | 99.80% | 99.80% |
11/11/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 183,598 CHF | 184,088 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 3.65 CHF | 3.66 CHF | 49,000 | 49,000 | 49,781 | 49,781 | 180,684 CHF | 181,182 CHF | 98.96% | 98.96% |
07/11/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 50,000 | 50,000 | 49,122 | 49,122 | 180,074 CHF | 180,566 CHF | 100.00% | 100.00% |