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% | 3.20 CHF | 3.21 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 135,693 CHF | 136,113 CHF | 99.43% | 99.43% |
19/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 132,423 CHF | 132,843 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 133,178 CHF | 133,598 CHF | 99.88% | 99.88% |
15/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 131,556 CHF | 131,984 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 131,989 CHF | 132,417 CHF | 98.55% | 98.55% |
13/11/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 133,742 CHF | 134,162 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 132,268 CHF | 132,689 CHF | 99.89% | 99.89% |
11/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 136,082 CHF | 136,501 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 135,583 CHF | 136,003 CHF | 98.30% | 98.30% |
07/11/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 42,000 | 42,000 | 41,473 | 41,473 | 136,784 CHF | 137,198 CHF | 100.00% | 100.00% |