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 | 0.34% | 39.55 CHF | 39.60 CHF | 3,270 | 3,270 | 2,187 | 2,187 | 86,822 CHF | 87,090 CHF | 100.00% | 100.00% |
19/11/2024 | 0.35% | 39.15 CHF | 39.20 CHF | 3,310 | 3,310 | 2,227 | 2,227 | 86,529 CHF | 86,802 CHF | 99.09% | 99.09% |
18/11/2024 | 0.35% | 39.55 CHF | 39.60 CHF | 3,290 | 3,290 | 2,214 | 2,214 | 86,778 CHF | 87,050 CHF | 100.00% | 100.00% |
15/11/2024 | 0.34% | 40.00 CHF | 40.05 CHF | 3,260 | 3,260 | 2,138 | 2,138 | 86,822 CHF | 87,091 CHF | 71.97% | 71.97% |
14/11/2024 | 0.33% | 41.45 CHF | 41.50 CHF | 3,170 | 3,170 | 2,118 | 2,118 | 87,812 CHF | 88,071 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 41.30 CHF | 41.35 CHF | 3,170 | 3,170 | 2,122 | 2,122 | 87,994 CHF | 88,255 CHF | 99.70% | 99.70% |
12/11/2024 | 0.33% | 41.70 CHF | 41.75 CHF | 3,160 | 3,160 | 2,113 | 2,113 | 88,005 CHF | 88,265 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 41.25 CHF | 41.30 CHF | 3,190 | 3,190 | 2,116 | 2,116 | 88,184 CHF | 88,443 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 41.50 CHF | 41.55 CHF | 3,180 | 3,180 | 2,124 | 2,124 | 88,508 CHF | 88,768 CHF | 100.00% | 100.00% |
07/11/2024 | 0.34% | 41.70 CHF | 41.75 CHF | 3,180 | 3,180 | 2,177 | 2,177 | 88,363 CHF | 88,632 CHF | 100.00% | 100.00% |