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 | 0.31% | 3.18 CHF | 3.19 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 135,041 CHF | 135,461 CHF | 99.47% | 99.47% |
19/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 131,764 CHF | 132,184 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 132,513 CHF | 132,933 CHF | 99.89% | 99.89% |
15/11/2024 | 0.33% | 3.11 CHF | 3.12 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 130,885 CHF | 131,312 CHF | 100.00% | 100.00% |
14/11/2024 | 0.33% | 3.17 CHF | 3.18 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 131,300 CHF | 131,728 CHF | 98.64% | 98.64% |
13/11/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 133,075 CHF | 133,495 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 131,588 CHF | 132,009 CHF | 99.88% | 99.88% |
11/11/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 135,435 CHF | 135,853 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 134,935 CHF | 135,355 CHF | 98.29% | 98.29% |
07/11/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 42,000 | 42,000 | 41,473 | 41,473 | 136,141 CHF | 136,556 CHF | 100.00% | 100.00% |