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 | 0.29% | 3.52 CHF | 3.53 CHF | 10,400 | 10,400 | 10,217 | 10,217 | 35,561 CHF | 35,663 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 3.55 CHF | 3.56 CHF | 10,440 | 10,440 | 10,316 | 10,316 | 36,427 CHF | 36,530 CHF | 98.75% | 98.75% |
18/11/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 10,190 | 10,190 | 10,139 | 10,139 | 34,949 CHF | 35,051 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 10,240 | 10,240 | 10,203 | 10,203 | 35,066 CHF | 35,168 CHF | 72.02% | 72.02% |
14/11/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 10,250 | 10,250 | 10,228 | 10,228 | 35,767 CHF | 35,869 CHF | 100.00% | 100.00% |
13/11/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 10,450 | 10,450 | 10,361 | 10,361 | 37,003 CHF | 37,107 CHF | 99.46% | 99.46% |
12/11/2024 | 0.29% | 3.62 CHF | 3.63 CHF | 10,580 | 10,580 | 10,210 | 10,210 | 35,627 CHF | 35,730 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 3.34 CHF | 3.35 CHF | 10,010 | 10,010 | 9,861 | 9,861 | 32,546 CHF | 32,644 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 10,030 | 10,030 | 9,890 | 9,890 | 32,876 CHF | 32,975 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 9,640 | 9,640 | 9,662 | 9,662 | 30,945 CHF | 31,042 CHF | 100.00% | 100.00% |