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 | 0.27% | 3.81 CHF | 3.82 CHF | 10,390 | 10,390 | 10,215 | 10,215 | 38,537 CHF | 38,640 CHF | 100.00% | 100.00% |
19/11/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 10,440 | 10,440 | 10,316 | 10,316 | 39,436 CHF | 39,539 CHF | 98.75% | 98.75% |
18/11/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 10,180 | 10,180 | 10,139 | 10,139 | 37,920 CHF | 38,022 CHF | 100.00% | 100.00% |
15/11/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 10,230 | 10,230 | 10,204 | 10,204 | 38,065 CHF | 38,167 CHF | 72.00% | 72.00% |
14/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 10,250 | 10,250 | 10,228 | 10,228 | 38,764 CHF | 38,867 CHF | 100.00% | 100.00% |
13/11/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 10,450 | 10,450 | 10,360 | 10,360 | 40,049 CHF | 40,152 CHF | 99.46% | 99.46% |
12/11/2024 | 0.27% | 3.91 CHF | 3.92 CHF | 10,570 | 10,570 | 10,211 | 10,211 | 38,623 CHF | 38,725 CHF | 100.00% | 100.00% |
11/11/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 10,010 | 10,010 | 9,861 | 9,861 | 35,441 CHF | 35,540 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 10,020 | 10,020 | 9,890 | 9,890 | 35,785 CHF | 35,884 CHF | 100.00% | 100.00% |
07/11/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 9,640 | 9,640 | 9,661 | 9,661 | 33,798 CHF | 33,895 CHF | 100.00% | 100.00% |