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 | 0.27% | 3.66 CHF | 3.67 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 155,013 CHF | 155,433 CHF | 99.47% | 99.47% |
19/11/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 151,744 CHF | 152,164 CHF | 100.00% | 100.00% |
18/11/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 152,484 CHF | 152,904 CHF | 99.89% | 99.89% |
15/11/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 151,199 CHF | 151,626 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 151,633 CHF | 152,060 CHF | 98.61% | 98.61% |
13/11/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 153,031 CHF | 153,451 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 151,589 CHF | 152,010 CHF | 99.88% | 99.88% |
11/11/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 155,321 CHF | 155,740 CHF | 100.00% | 100.00% |
08/11/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 154,867 CHF | 155,287 CHF | 98.29% | 98.29% |
07/11/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 42,000 | 42,000 | 41,472 | 41,472 | 155,825 CHF | 156,240 CHF | 100.00% | 100.00% |