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 | 0.33% | 3.13 CHF | 3.14 CHF | 10,390 | 10,390 | 10,216 | 10,216 | 31,587 CHF | 31,689 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 10,440 | 10,440 | 10,315 | 10,315 | 32,420 CHF | 32,523 CHF | 98.77% | 98.77% |
18/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 10,190 | 10,190 | 10,139 | 10,139 | 31,002 CHF | 31,104 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 10,240 | 10,240 | 10,203 | 10,203 | 31,085 CHF | 31,187 CHF | 71.93% | 71.93% |
14/11/2024 | 0.32% | 3.07 CHF | 3.08 CHF | 10,250 | 10,250 | 10,228 | 10,228 | 31,780 CHF | 31,883 CHF | 100.00% | 100.00% |
13/11/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 10,450 | 10,450 | 10,361 | 10,361 | 32,964 CHF | 33,068 CHF | 99.46% | 99.46% |
12/11/2024 | 0.33% | 3.23 CHF | 3.24 CHF | 10,580 | 10,580 | 10,211 | 10,211 | 31,650 CHF | 31,752 CHF | 100.00% | 100.00% |
11/11/2024 | 0.35% | 2.95 CHF | 2.96 CHF | 10,010 | 10,010 | 9,861 | 9,861 | 28,699 CHF | 28,797 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 10,030 | 10,030 | 9,890 | 9,890 | 29,010 CHF | 29,109 CHF | 100.00% | 100.00% |
07/11/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 9,640 | 9,640 | 9,661 | 9,661 | 27,153 CHF | 27,250 CHF | 100.00% | 100.00% |