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 | 0.25% | 3.90 CHF | 3.91 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 165,084 CHF | 165,504 CHF | 99.48% | 99.48% |
19/11/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 161,825 CHF | 162,245 CHF | 100.00% | 100.00% |
18/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 162,550 CHF | 162,970 CHF | 99.90% | 99.90% |
15/11/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 161,452 CHF | 161,880 CHF | 100.00% | 100.00% |
14/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 161,889 CHF | 162,317 CHF | 98.60% | 98.60% |
13/11/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 163,092 CHF | 163,512 CHF | 100.00% | 100.00% |
12/11/2024 | 0.26% | 3.78 CHF | 3.79 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 161,673 CHF | 162,094 CHF | 99.88% | 99.88% |
11/11/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 165,348 CHF | 165,767 CHF | 100.00% | 100.00% |
08/11/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 164,899 CHF | 165,319 CHF | 98.29% | 98.29% |
07/11/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 42,000 | 42,000 | 41,472 | 41,472 | 165,748 CHF | 166,162 CHF | 100.00% | 100.00% |