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% | 3.02 CHF | 3.03 CHF | 189,300 | 189,300 | 189,300 | 189,300 | 613,987 CHF | 615,880 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 3.08 CHF | 3.09 CHF | 175,100 | 175,100 | 175,100 | 175,100 | 520,273 CHF | 522,024 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 3.46 CHF | 3.47 CHF | 176,800 | 176,800 | 176,800 | 176,800 | 595,242 CHF | 597,010 CHF | 98.94% | 98.94% |
15/11/2024 | 0.28% | 3.42 CHF | 3.43 CHF | 165,300 | 165,300 | 165,300 | 165,300 | 594,294 CHF | 595,947 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 3.71 CHF | 3.72 CHF | 188,700 | 188,700 | 188,700 | 188,700 | 672,144 CHF | 674,031 CHF | 100.00% | 100.00% |
13/11/2024 | 0.31% | 3.13 CHF | 3.14 CHF | 185,600 | 185,600 | 185,600 | 185,600 | 590,715 CHF | 592,571 CHF | 99.46% | 99.46% |
12/11/2024 | 0.25% | 3.21 CHF | 3.22 CHF | 128,900 | 128,900 | 128,900 | 128,900 | 514,793 CHF | 516,082 CHF | 100.00% | 100.00% |
11/11/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 145,400 | 145,400 | 145,370 | 145,370 | 700,903 CHF | 702,357 CHF | 100.00% | 100.00% |
08/11/2024 | 0.23% | 4.23 CHF | 4.24 CHF | 126,300 | 126,300 | 126,300 | 126,300 | 561,199 CHF | 562,462 CHF | 99.87% | 99.87% |
07/11/2024 | 0.21% | 4.99 CHF | 5.00 CHF | 136,600 | 136,600 | 136,600 | 136,600 | 659,660 CHF | 661,026 CHF | 99.67% | 99.67% |