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% | 3.17 CHF | 3.18 CHF | 64,400 | 64,400 | 63,821 | 63,821 | 201,185 CHF | 201,823 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 64,200 | 64,200 | 64,816 | 64,816 | 206,405 CHF | 207,053 CHF | 99.87% | 99.87% |
18/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 65,900 | 65,900 | 66,205 | 66,205 | 209,192 CHF | 209,854 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 3.09 CHF | 3.10 CHF | 69,600 | 69,600 | 69,594 | 69,594 | 212,934 CHF | 213,630 CHF | 100.00% | 100.00% |
14/11/2024 | 0.33% | 2.91 CHF | 2.92 CHF | 65,900 | 65,900 | 66,067 | 66,067 | 197,363 CHF | 198,023 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 68,200 | 68,200 | 68,062 | 68,062 | 207,308 CHF | 207,989 CHF | 100.00% | 100.00% |
12/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 206,127 CHF | 206,827 CHF | 99.89% | 99.89% |
11/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 69,200 | 69,200 | 68,631 | 68,631 | 196,895 CHF | 197,581 CHF | 100.00% | 100.00% |
08/11/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 69,700 | 69,700 | 69,319 | 69,319 | 199,850 CHF | 200,543 CHF | 98.92% | 98.92% |
07/11/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 72,500 | 72,500 | 71,812 | 71,812 | 203,794 CHF | 204,512 CHF | 100.00% | 100.00% |