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% | 3.64 CHF | 3.65 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 154,406 CHF | 154,826 CHF | 99.43% | 99.43% |
19/11/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 151,172 CHF | 151,592 CHF | 100.00% | 100.00% |
18/11/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 151,886 CHF | 152,306 CHF | 99.88% | 99.88% |
15/11/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 150,643 CHF | 151,071 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 151,072 CHF | 151,500 CHF | 98.60% | 98.60% |
13/11/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 152,445 CHF | 152,865 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 3.53 CHF | 3.54 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 151,011 CHF | 151,432 CHF | 99.89% | 99.89% |
11/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 154,705 CHF | 155,124 CHF | 100.00% | 100.00% |
08/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 154,264 CHF | 154,684 CHF | 98.30% | 98.30% |
07/11/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 42,000 | 42,000 | 41,473 | 41,473 | 155,203 CHF | 155,618 CHF | 100.00% | 100.00% |