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 | 1.53% | 3.28 CHF | 3.31 CHF | 100,000 | 100,000 | 37,359 | 37,359 | 126,059 CHF | 127,649 CHF | 99.57% | 99.57% |
19/11/2024 | 1.57% | 3.29 CHF | 3.32 CHF | 100,000 | 100,000 | 40,009 | 40,009 | 131,966 CHF | 133,616 CHF | 86.45% | 86.45% |
18/11/2024 | 1.56% | 3.44 CHF | 3.47 CHF | 100,000 | 100,000 | 37,369 | 37,369 | 127,335 CHF | 128,926 CHF | 99.55% | 99.55% |
15/11/2024 | 1.45% | 3.42 CHF | 3.45 CHF | 100,000 | 100,000 | 37,360 | 37,360 | 133,512 CHF | 135,102 CHF | 99.60% | 99.60% |
14/11/2024 | 1.42% | 3.74 CHF | 3.77 CHF | 100,000 | 100,000 | 37,372 | 37,372 | 140,417 CHF | 142,008 CHF | 99.54% | 99.54% |
13/11/2024 | 1.47% | 3.58 CHF | 3.61 CHF | 100,000 | 100,000 | 37,867 | 37,867 | 135,085 CHF | 136,687 CHF | 96.80% | 96.80% |
12/11/2024 | 1.53% | 3.55 CHF | 3.58 CHF | 100,000 | 100,000 | 37,832 | 37,832 | 132,314 CHF | 133,915 CHF | 96.97% | 96.97% |
11/11/2024 | 1.47% | 3.47 CHF | 3.50 CHF | 100,000 | 100,000 | 37,369 | 37,369 | 134,609 CHF | 136,200 CHF | 99.58% | 99.58% |
08/11/2024 | 1.44% | 3.65 CHF | 3.68 CHF | 100,000 | 100,000 | 37,366 | 37,366 | 137,584 CHF | 139,174 CHF | 99.60% | 99.60% |
07/11/2024 | 1.49% | 3.71 CHF | 3.74 CHF | 100,000 | 100,000 | 37,348 | 37,348 | 134,265 CHF | 135,855 CHF | 99.56% | 99.56% |