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 | 0.35% | 2.79 CHF | 2.80 CHF | 44,000 | 44,000 | 43,236 | 43,236 | 123,896 CHF | 124,328 CHF | 100.00% | 100.00% |
19/11/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 44,000 | 44,000 | 43,352 | 43,352 | 123,656 CHF | 124,090 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 43,000 | 43,000 | 43,471 | 43,471 | 124,130 CHF | 124,565 CHF | 100.00% | 100.00% |
15/11/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 125,758 CHF | 126,188 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 43,000 | 43,000 | 42,878 | 42,878 | 127,004 CHF | 127,433 CHF | 99.39% | 99.39% |
13/11/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 44,000 | 44,000 | 44,000 | 44,000 | 121,659 CHF | 122,099 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 2.75 CHF | 2.76 CHF | 44,000 | 44,000 | 43,918 | 43,918 | 123,909 CHF | 124,348 CHF | 100.00% | 100.00% |
11/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 126,684 CHF | 127,114 CHF | 99.93% | 99.93% |
08/11/2024 | 0.33% | 2.93 CHF | 2.94 CHF | 43,000 | 43,000 | 42,821 | 42,821 | 127,684 CHF | 128,113 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 42,000 | 42,000 | 42,110 | 42,110 | 130,782 CHF | 131,203 CHF | 100.00% | 100.00% |