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 | 0.28% | 3.63 CHF | 3.64 CHF | 87,000 | 87,000 | 32,148 | 32,148 | 118,102 CHF | 118,424 CHF | 99.83% | 99.83% |
19/11/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 88,000 | 88,000 | 32,885 | 32,885 | 118,805 CHF | 119,135 CHF | 100.00% | 100.00% |
18/11/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 87,000 | 87,000 | 32,859 | 32,859 | 117,961 CHF | 118,290 CHF | 99.84% | 99.84% |
15/11/2024 | 0.27% | 3.58 CHF | 3.59 CHF | 87,000 | 87,000 | 31,816 | 31,816 | 117,680 CHF | 117,999 CHF | 99.47% | 99.47% |
14/11/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 84,000 | 84,000 | 30,422 | 30,422 | 121,345 CHF | 121,649 CHF | 99.93% | 99.93% |
13/11/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 84,000 | 84,000 | 30,778 | 30,778 | 126,026 CHF | 126,334 CHF | 99.84% | 99.84% |
12/11/2024 | 0.23% | 4.12 CHF | 4.13 CHF | 83,000 | 83,000 | 29,063 | 29,063 | 123,916 CHF | 124,208 CHF | 99.25% | 99.25% |
11/11/2024 | 0.21% | 4.57 CHF | 4.58 CHF | 79,000 | 79,000 | 29,075 | 29,075 | 136,255 CHF | 136,546 CHF | 99.90% | 99.90% |
08/11/2024 | 0.21% | 4.95 CHF | 4.96 CHF | 76,000 | 76,000 | 28,288 | 28,288 | 138,512 CHF | 138,795 CHF | 100.00% | 100.00% |
07/11/2024 | 0.21% | 4.93 CHF | 4.94 CHF | 76,000 | 76,000 | 28,436 | 28,436 | 140,591 CHF | 140,877 CHF | 99.76% | 99.76% |