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 | 0.31% | 3.18 CHF | 3.19 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 169,450 CHF | 169,980 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 53,000 | 53,000 | 52,377 | 52,377 | 170,118 CHF | 170,642 CHF | 99.84% | 99.84% |
18/11/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 52,000 | 52,000 | 52,843 | 52,843 | 168,779 CHF | 169,307 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 3.13 CHF | 3.14 CHF | 53,000 | 53,000 | 53,066 | 53,066 | 169,194 CHF | 169,725 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 52,000 | 52,000 | 52,697 | 52,697 | 171,019 CHF | 171,546 CHF | 100.00% | 100.00% |
13/11/2024 | 0.32% | 3.39 CHF | 3.40 CHF | 52,000 | 52,000 | 53,301 | 53,301 | 167,547 CHF | 168,080 CHF | 100.00% | 100.00% |
12/11/2024 | 0.27% | 3.37 CHF | 3.38 CHF | 52,000 | 52,000 | 49,973 | 49,973 | 184,070 CHF | 184,569 CHF | 98.74% | 98.74% |
11/11/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 187,692 CHF | 188,182 CHF | 100.00% | 100.00% |
08/11/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 49,000 | 49,000 | 49,780 | 49,780 | 184,902 CHF | 185,400 CHF | 98.88% | 98.88% |
07/11/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 50,000 | 50,000 | 49,122 | 49,122 | 184,217 CHF | 184,708 CHF | 100.00% | 100.00% |