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 | 0.32% | 3.03 CHF | 3.04 CHF | 44,000 | 44,000 | 43,236 | 43,236 | 134,312 CHF | 134,745 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 3.04 CHF | 3.05 CHF | 44,000 | 44,000 | 43,352 | 43,352 | 134,094 CHF | 134,528 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 43,000 | 43,000 | 43,471 | 43,471 | 134,563 CHF | 134,998 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 136,124 CHF | 136,554 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 43,000 | 43,000 | 42,878 | 42,878 | 137,341 CHF | 137,770 CHF | 99.39% | 99.39% |
13/11/2024 | 0.33% | 2.97 CHF | 2.98 CHF | 44,000 | 44,000 | 44,000 | 44,000 | 132,219 CHF | 132,659 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 44,000 | 44,000 | 43,918 | 43,918 | 134,491 CHF | 134,930 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 3.16 CHF | 3.17 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 137,059 CHF | 137,489 CHF | 99.93% | 99.93% |
08/11/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 43,000 | 43,000 | 42,821 | 42,821 | 137,961 CHF | 138,390 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 42,000 | 42,000 | 42,110 | 42,110 | 140,930 CHF | 141,351 CHF | 100.00% | 100.00% |