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 | 0.35% | 2.81 CHF | 2.82 CHF | 38,000 | 38,000 | 37,222 | 37,222 | 106,312 CHF | 106,684 CHF | 99.43% | 99.43% |
19/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 38,000 | 38,000 | 38,196 | 38,196 | 103,057 CHF | 103,439 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 38,000 | 38,000 | 37,149 | 37,149 | 106,777 CHF | 107,149 CHF | 99.88% | 99.88% |
15/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 107,215 CHF | 107,585 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 106,937 CHF | 107,307 CHF | 98.60% | 98.60% |
13/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 105,740 CHF | 106,110 CHF | 100.00% | 100.00% |
12/11/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 37,000 | 37,000 | 36,978 | 36,978 | 108,686 CHF | 109,056 CHF | 99.89% | 99.89% |
11/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 110,027 CHF | 110,387 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 109,095 CHF | 109,455 CHF | 98.30% | 98.30% |
07/11/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 36,000 | 36,000 | 35,992 | 35,992 | 111,810 CHF | 112,170 CHF | 100.00% | 100.00% |