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 | 0.29% | 3.41 CHF | 3.42 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 144,667 CHF | 145,087 CHF | 99.48% | 99.48% |
19/11/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 141,392 CHF | 141,812 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 142,134 CHF | 142,554 CHF | 99.89% | 99.89% |
15/11/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 140,680 CHF | 141,108 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 141,090 CHF | 141,518 CHF | 98.64% | 98.64% |
13/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 142,684 CHF | 143,104 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 141,225 CHF | 141,646 CHF | 99.88% | 99.88% |
11/11/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 145,009 CHF | 145,427 CHF | 100.00% | 100.00% |
08/11/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 144,553 CHF | 144,973 CHF | 98.29% | 98.29% |
07/11/2024 | 0.28% | 3.49 CHF | 3.50 CHF | 42,000 | 42,000 | 41,473 | 41,473 | 145,626 CHF | 146,041 CHF | 100.00% | 100.00% |