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 | 0.26% | 3.87 CHF | 3.88 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 164,037 CHF | 164,457 CHF | 99.44% | 99.44% |
19/11/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 160,815 CHF | 161,235 CHF | 100.00% | 100.00% |
18/11/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 161,520 CHF | 161,940 CHF | 99.88% | 99.88% |
15/11/2024 | 0.27% | 3.80 CHF | 3.81 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 160,449 CHF | 160,877 CHF | 100.00% | 100.00% |
14/11/2024 | 0.27% | 3.86 CHF | 3.87 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 160,864 CHF | 161,292 CHF | 98.55% | 98.55% |
13/11/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 162,060 CHF | 162,480 CHF | 100.00% | 100.00% |
12/11/2024 | 0.26% | 3.76 CHF | 3.77 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 160,650 CHF | 161,071 CHF | 99.90% | 99.90% |
11/11/2024 | 0.25% | 3.91 CHF | 3.92 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 164,290 CHF | 164,709 CHF | 100.00% | 100.00% |
08/11/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 163,890 CHF | 164,310 CHF | 98.30% | 98.30% |
07/11/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 42,000 | 42,000 | 41,473 | 41,473 | 164,702 CHF | 165,117 CHF | 100.00% | 100.00% |