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% | 40.05 CHF | 40.10 CHF | 3,270 | 3,270 | 2,187 | 2,187 | 87,940 CHF | 88,209 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 39.65 CHF | 39.70 CHF | 3,310 | 3,310 | 2,227 | 2,227 | 87,667 CHF | 87,940 CHF | 98.95% | 98.95% |
18/11/2024 | 0.34% | 40.05 CHF | 40.10 CHF | 3,290 | 3,290 | 2,214 | 2,214 | 87,899 CHF | 88,171 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 40.50 CHF | 40.55 CHF | 3,260 | 3,260 | 2,139 | 2,139 | 87,969 CHF | 88,238 CHF | 71.59% | 71.59% |
14/11/2024 | 0.32% | 41.95 CHF | 42.00 CHF | 3,170 | 3,170 | 2,117 | 2,117 | 88,877 CHF | 89,137 CHF | 100.00% | 100.00% |
13/11/2024 | 0.32% | 41.80 CHF | 41.85 CHF | 3,170 | 3,170 | 2,122 | 2,122 | 89,066 CHF | 89,327 CHF | 99.70% | 99.70% |
12/11/2024 | 0.32% | 42.20 CHF | 42.25 CHF | 3,150 | 3,150 | 2,113 | 2,113 | 89,066 CHF | 89,326 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 41.75 CHF | 41.80 CHF | 3,190 | 3,190 | 2,116 | 2,116 | 89,238 CHF | 89,497 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 42.00 CHF | 42.05 CHF | 3,180 | 3,180 | 2,124 | 2,124 | 89,567 CHF | 89,828 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 42.20 CHF | 42.25 CHF | 3,180 | 3,180 | 2,177 | 2,177 | 89,452 CHF | 89,720 CHF | 100.00% | 100.00% |