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 | 0.31% | 3.33 CHF | 3.34 CHF | 10,410 | 10,410 | 10,216 | 10,216 | 33,552 CHF | 33,655 CHF | 100.00% | 100.00% |
19/11/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 10,440 | 10,440 | 10,315 | 10,315 | 34,405 CHF | 34,509 CHF | 98.74% | 98.74% |
18/11/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 10,180 | 10,180 | 10,138 | 10,138 | 32,957 CHF | 33,059 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 10,230 | 10,230 | 10,202 | 10,202 | 33,057 CHF | 33,159 CHF | 72.00% | 72.00% |
14/11/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 10,250 | 10,250 | 10,227 | 10,227 | 33,755 CHF | 33,857 CHF | 100.00% | 100.00% |
13/11/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 10,440 | 10,440 | 10,361 | 10,361 | 34,971 CHF | 35,074 CHF | 99.46% | 99.46% |
12/11/2024 | 0.31% | 3.42 CHF | 3.43 CHF | 10,570 | 10,570 | 10,210 | 10,210 | 33,622 CHF | 33,724 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 3.14 CHF | 3.15 CHF | 10,010 | 10,010 | 9,861 | 9,861 | 30,606 CHF | 30,705 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 10,020 | 10,020 | 9,890 | 9,890 | 30,929 CHF | 31,028 CHF | 100.00% | 100.00% |
07/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 9,630 | 9,630 | 9,661 | 9,661 | 29,034 CHF | 29,130 CHF | 100.00% | 100.00% |