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 | 0.53% | 4.03 CHF | 4.05 CHF | 34,200 | 34,200 | 33,537 | 33,537 | 127,370 CHF | 128,040 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 3.81 CHF | 3.83 CHF | 33,100 | 33,100 | 34,966 | 34,966 | 136,106 CHF | 136,805 CHF | 100.00% | 100.00% |
18/11/2024 | 0.55% | 3.62 CHF | 3.64 CHF | 36,200 | 36,200 | 37,588 | 37,588 | 135,628 CHF | 136,380 CHF | 100.00% | 100.00% |
15/11/2024 | 0.58% | 3.61 CHF | 3.63 CHF | 38,500 | 38,500 | 37,238 | 37,238 | 128,391 CHF | 129,135 CHF | 100.00% | 100.00% |
14/11/2024 | 0.56% | 3.46 CHF | 3.48 CHF | 36,400 | 36,400 | 36,641 | 36,641 | 131,399 CHF | 132,132 CHF | 99.91% | 99.91% |
13/11/2024 | 0.56% | 3.79 CHF | 3.81 CHF | 36,800 | 36,800 | 35,472 | 35,472 | 126,091 CHF | 126,801 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 3.67 CHF | 3.69 CHF | 34,600 | 34,600 | 35,504 | 35,504 | 129,224 CHF | 129,934 CHF | 100.00% | 100.00% |
11/11/2024 | 0.57% | 3.55 CHF | 3.57 CHF | 36,100 | 36,100 | 37,246 | 37,246 | 131,103 CHF | 131,848 CHF | 100.00% | 100.00% |
08/11/2024 | 0.59% | 3.49 CHF | 3.51 CHF | 38,000 | 38,000 | 40,171 | 40,171 | 135,808 CHF | 136,611 CHF | 100.00% | 100.00% |
07/11/2024 | 0.64% | 3.18 CHF | 3.20 CHF | 41,700 | 41,700 | 37,914 | 37,914 | 117,183 CHF | 117,942 CHF | 100.00% | 100.00% |