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 | 0.29% | 3.42 CHF | 3.43 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 182,102 CHF | 182,632 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 53,000 | 53,000 | 52,377 | 52,377 | 182,643 CHF | 183,167 CHF | 99.87% | 99.87% |
18/11/2024 | 0.29% | 3.54 CHF | 3.55 CHF | 52,000 | 52,000 | 52,843 | 52,843 | 181,376 CHF | 181,905 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 3.37 CHF | 3.38 CHF | 53,000 | 53,000 | 53,066 | 53,066 | 181,823 CHF | 182,353 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 3.54 CHF | 3.55 CHF | 52,000 | 52,000 | 52,697 | 52,697 | 183,592 CHF | 184,119 CHF | 100.00% | 100.00% |
13/11/2024 | 0.30% | 3.63 CHF | 3.64 CHF | 52,000 | 52,000 | 53,300 | 53,300 | 180,238 CHF | 180,771 CHF | 100.00% | 100.00% |
12/11/2024 | 0.25% | 3.61 CHF | 3.62 CHF | 52,000 | 52,000 | 49,972 | 49,972 | 195,970 CHF | 196,470 CHF | 98.76% | 98.76% |
11/11/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 199,399 CHF | 199,889 CHF | 100.00% | 100.00% |
08/11/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 49,000 | 49,000 | 49,781 | 49,781 | 196,801 CHF | 197,299 CHF | 98.92% | 98.92% |
07/11/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 50,000 | 50,000 | 49,122 | 49,122 | 195,909 CHF | 196,401 CHF | 100.00% | 100.00% |