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 | 0.32% | 3.12 CHF | 3.13 CHF | 87,000 | 87,000 | 32,145 | 32,145 | 101,659 CHF | 101,981 CHF | 99.82% | 99.82% |
19/11/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 88,000 | 88,000 | 32,884 | 32,884 | 102,062 CHF | 102,391 CHF | 100.00% | 100.00% |
18/11/2024 | 0.33% | 3.15 CHF | 3.16 CHF | 87,000 | 87,000 | 32,868 | 32,868 | 101,149 CHF | 101,478 CHF | 99.86% | 99.86% |
15/11/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 87,000 | 87,000 | 31,816 | 31,816 | 101,377 CHF | 101,695 CHF | 99.47% | 99.47% |
14/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 84,000 | 84,000 | 30,428 | 30,428 | 105,798 CHF | 106,103 CHF | 99.94% | 99.94% |
13/11/2024 | 0.28% | 3.43 CHF | 3.44 CHF | 84,000 | 84,000 | 30,776 | 30,776 | 110,335 CHF | 110,643 CHF | 99.84% | 99.84% |
12/11/2024 | 0.26% | 3.61 CHF | 3.62 CHF | 83,000 | 83,000 | 29,069 | 29,069 | 109,179 CHF | 109,470 CHF | 99.26% | 99.26% |
11/11/2024 | 0.24% | 4.06 CHF | 4.07 CHF | 79,000 | 79,000 | 29,071 | 29,071 | 121,473 CHF | 121,764 CHF | 99.89% | 99.89% |
08/11/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 76,000 | 76,000 | 28,287 | 28,287 | 124,284 CHF | 124,567 CHF | 100.00% | 100.00% |
07/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 76,000 | 76,000 | 28,435 | 28,435 | 126,304 CHF | 126,590 CHF | 99.76% | 99.76% |