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 | 0.35% | 2.94 CHF | 2.95 CHF | 10,400 | 10,400 | 10,215 | 10,215 | 29,595 CHF | 29,698 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 10,440 | 10,440 | 10,316 | 10,316 | 30,411 CHF | 30,514 CHF | 98.77% | 98.77% |
18/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 10,180 | 10,180 | 10,138 | 10,138 | 29,017 CHF | 29,118 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 10,230 | 10,230 | 10,203 | 10,203 | 29,088 CHF | 29,190 CHF | 71.97% | 71.97% |
14/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 10,250 | 10,250 | 10,227 | 10,227 | 29,778 CHF | 29,881 CHF | 100.00% | 100.00% |
13/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 10,450 | 10,450 | 10,360 | 10,360 | 30,939 CHF | 31,043 CHF | 99.46% | 99.46% |
12/11/2024 | 0.35% | 3.03 CHF | 3.04 CHF | 10,570 | 10,570 | 10,210 | 10,210 | 29,652 CHF | 29,754 CHF | 100.00% | 100.00% |
11/11/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 10,010 | 10,010 | 9,860 | 9,860 | 26,766 CHF | 26,865 CHF | 100.00% | 100.00% |
08/11/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 10,020 | 10,020 | 9,890 | 9,890 | 27,073 CHF | 27,172 CHF | 100.00% | 100.00% |
07/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 9,640 | 9,640 | 9,662 | 9,662 | 25,251 CHF | 25,348 CHF | 100.00% | 100.00% |