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 | 0.29% | 3.38 CHF | 3.39 CHF | 43,500 | 43,500 | 43,091 | 43,091 | 148,160 CHF | 148,591 CHF | 100.00% | 100.00% |
19/11/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 44,000 | 44,000 | 43,234 | 43,234 | 146,819 CHF | 147,252 CHF | 98.94% | 98.94% |
18/11/2024 | 0.30% | 3.42 CHF | 3.43 CHF | 43,500 | 43,500 | 43,512 | 43,512 | 147,266 CHF | 147,702 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 44,000 | 44,000 | 44,059 | 44,059 | 147,176 CHF | 147,617 CHF | 72.16% | 72.16% |
14/11/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 44,500 | 44,500 | 44,097 | 44,097 | 143,209 CHF | 143,650 CHF | 100.00% | 100.00% |
13/11/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 44,500 | 44,500 | 44,521 | 44,521 | 140,778 CHF | 141,224 CHF | 99.57% | 99.57% |
12/11/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 45,000 | 45,000 | 44,490 | 44,490 | 140,323 CHF | 140,768 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 44,500 | 44,500 | 44,083 | 44,083 | 143,507 CHF | 143,948 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 139,861 CHF | 140,307 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 45,000 | 45,000 | 44,343 | 44,343 | 144,596 CHF | 145,040 CHF | 100.00% | 100.00% |