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 | 0.33% | 3.08 CHF | 3.09 CHF | 75,900 | 75,900 | 76,981 | 76,981 | 235,132 CHF | 235,901 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 77,700 | 77,700 | 74,747 | 74,747 | 220,828 CHF | 221,575 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 72,800 | 72,800 | 72,860 | 72,860 | 227,955 CHF | 228,683 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 72,900 | 72,900 | 72,349 | 72,349 | 229,740 CHF | 230,464 CHF | 98.67% | 98.67% |
14/11/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 72,000 | 72,000 | 75,934 | 75,934 | 243,975 CHF | 244,734 CHF | 99.91% | 99.91% |
13/11/2024 | 0.34% | 3.01 CHF | 3.02 CHF | 78,500 | 78,500 | 79,101 | 79,101 | 234,374 CHF | 235,165 CHF | 100.00% | 100.00% |
12/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 79,600 | 79,600 | 80,321 | 80,321 | 234,190 CHF | 234,993 CHF | 100.00% | 100.00% |
11/11/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 80,800 | 80,800 | 85,730 | 85,730 | 242,066 CHF | 242,923 CHF | 100.00% | 100.00% |
08/11/2024 | 0.39% | 2.63 CHF | 2.64 CHF | 89,000 | 89,000 | 87,012 | 87,012 | 223,229 CHF | 224,099 CHF | 100.00% | 100.00% |
07/11/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 85,700 | 85,700 | 84,733 | 84,733 | 225,514 CHF | 226,362 CHF | 100.00% | 100.00% |