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 | 0.46% | 3.78 CHF | 3.79 CHF | 43,300 | 43,300 | 23,808 | 23,808 | 83,304 CHF | 83,634 CHF | 99.90% | 99.90% |
19/11/2024 | 0.42% | 3.73 CHF | 3.74 CHF | 41,400 | 41,400 | 22,709 | 22,709 | 83,751 CHF | 84,066 CHF | 100.00% | 100.00% |
18/11/2024 | 0.44% | 3.47 CHF | 3.48 CHF | 40,900 | 40,900 | 22,500 | 22,500 | 79,743 CHF | 80,055 CHF | 99.55% | 99.55% |
15/11/2024 | 0.32% | 3.55 CHF | 3.56 CHF | 51,500 | 51,500 | 28,279 | 28,279 | 92,159 CHF | 92,442 CHF | 99.51% | 99.51% |
14/11/2024 | 0.50% | 3.06 CHF | 3.07 CHF | 49,700 | 49,700 | 26,426 | 26,426 | 80,644 CHF | 81,010 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 3.30 CHF | 3.31 CHF | 47,400 | 47,400 | 26,047 | 26,047 | 85,511 CHF | 85,872 CHF | 100.00% | 100.00% |
12/11/2024 | 0.44% | 3.36 CHF | 3.37 CHF | 42,400 | 42,400 | 23,336 | 23,336 | 81,082 CHF | 81,405 CHF | 99.85% | 99.85% |
11/11/2024 | 0.48% | 3.49 CHF | 3.50 CHF | 46,700 | 46,700 | 25,670 | 25,670 | 82,916 CHF | 83,271 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 3.13 CHF | 3.14 CHF | 49,600 | 49,600 | 27,328 | 27,328 | 83,160 CHF | 83,538 CHF | 99.19% | 99.19% |
07/11/2024 | 0.47% | 3.01 CHF | 3.02 CHF | 44,200 | 44,200 | 24,299 | 24,299 | 78,893 CHF | 79,229 CHF | 99.89% | 99.89% |