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% | 3.79 CHF | 3.80 CHF | 31,200 | 31,200 | 30,898 | 30,898 | 116,422 CHF | 116,731 CHF | 100.00% | 100.00% |
19/11/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 31,250 | 31,250 | 30,817 | 30,817 | 115,779 CHF | 116,087 CHF | 98.95% | 98.95% |
18/11/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 30,560 | 30,560 | 30,335 | 30,335 | 109,545 CHF | 109,849 CHF | 100.00% | 100.00% |
15/11/2024 | 0.28% | 3.68 CHF | 3.69 CHF | 30,880 | 30,880 | 30,697 | 30,697 | 111,039 CHF | 111,346 CHF | 72.18% | 72.18% |
14/11/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 30,450 | 30,450 | 30,294 | 30,294 | 108,989 CHF | 109,292 CHF | 100.00% | 100.00% |
13/11/2024 | 0.28% | 3.68 CHF | 3.69 CHF | 30,820 | 30,820 | 30,571 | 30,571 | 112,142 CHF | 112,448 CHF | 98.52% | 98.52% |
12/11/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 30,780 | 30,780 | 30,369 | 30,369 | 110,072 CHF | 110,376 CHF | 99.67% | 99.67% |
11/11/2024 | 0.29% | 3.53 CHF | 3.54 CHF | 30,350 | 30,350 | 29,943 | 29,943 | 104,871 CHF | 105,170 CHF | 100.00% | 100.00% |
08/11/2024 | 0.29% | 3.54 CHF | 3.55 CHF | 30,370 | 30,370 | 30,042 | 30,042 | 105,609 CHF | 105,910 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 30,280 | 30,280 | 29,931 | 29,931 | 103,488 CHF | 103,788 CHF | 100.00% | 100.00% |