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% | 3.43 CHF | 3.44 CHF | 87,000 | 87,000 | 32,145 | 32,145 | 111,564 CHF | 111,886 CHF | 99.82% | 99.82% |
19/11/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 88,000 | 88,000 | 32,884 | 32,884 | 112,156 CHF | 112,485 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 3.46 CHF | 3.47 CHF | 87,000 | 87,000 | 32,867 | 32,867 | 111,278 CHF | 111,607 CHF | 99.85% | 99.85% |
15/11/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 87,000 | 87,000 | 31,815 | 31,815 | 111,206 CHF | 111,525 CHF | 99.47% | 99.47% |
14/11/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 84,000 | 84,000 | 30,425 | 30,425 | 115,173 CHF | 115,478 CHF | 99.93% | 99.93% |
13/11/2024 | 0.26% | 3.73 CHF | 3.74 CHF | 84,000 | 84,000 | 30,776 | 30,776 | 119,787 CHF | 120,096 CHF | 99.84% | 99.84% |
12/11/2024 | 0.24% | 3.92 CHF | 3.93 CHF | 83,000 | 83,000 | 29,064 | 29,064 | 118,053 CHF | 118,344 CHF | 99.26% | 99.26% |
11/11/2024 | 0.22% | 4.37 CHF | 4.38 CHF | 79,000 | 79,000 | 29,073 | 29,073 | 130,382 CHF | 130,674 CHF | 99.89% | 99.89% |
08/11/2024 | 0.22% | 4.75 CHF | 4.76 CHF | 76,000 | 76,000 | 28,292 | 28,292 | 132,873 CHF | 133,156 CHF | 100.00% | 100.00% |
07/11/2024 | 0.22% | 4.73 CHF | 4.74 CHF | 76,000 | 76,000 | 28,435 | 28,435 | 134,921 CHF | 135,206 CHF | 99.76% | 99.76% |