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 | 0.26% | 3.93 CHF | 3.94 CHF | 31,200 | 31,200 | 30,896 | 30,896 | 120,550 CHF | 120,859 CHF | 100.00% | 100.00% |
19/11/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 31,250 | 31,250 | 30,814 | 30,814 | 119,904 CHF | 120,213 CHF | 98.97% | 98.97% |
18/11/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 30,560 | 30,560 | 30,333 | 30,333 | 113,577 CHF | 113,881 CHF | 100.00% | 100.00% |
15/11/2024 | 0.27% | 3.81 CHF | 3.82 CHF | 30,870 | 30,870 | 30,703 | 30,703 | 115,156 CHF | 115,463 CHF | 72.02% | 72.02% |
14/11/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 30,480 | 30,480 | 30,295 | 30,295 | 113,057 CHF | 113,360 CHF | 100.00% | 100.00% |
13/11/2024 | 0.27% | 3.81 CHF | 3.82 CHF | 30,830 | 30,830 | 30,571 | 30,571 | 116,258 CHF | 116,564 CHF | 98.52% | 98.52% |
12/11/2024 | 0.27% | 3.79 CHF | 3.80 CHF | 30,780 | 30,780 | 30,371 | 30,371 | 114,138 CHF | 114,442 CHF | 99.67% | 99.67% |
11/11/2024 | 0.28% | 3.67 CHF | 3.68 CHF | 30,330 | 30,330 | 29,939 | 29,939 | 108,870 CHF | 109,170 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 3.67 CHF | 3.68 CHF | 30,370 | 30,370 | 30,040 | 30,040 | 109,628 CHF | 109,928 CHF | 100.00% | 100.00% |
07/11/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 30,290 | 30,290 | 29,933 | 29,933 | 107,501 CHF | 107,800 CHF | 100.00% | 100.00% |