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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.33% | 37.34 CHF | 37.46 CHF | 2,400 | 2,400 | 2,446 | 2,446 | 91,262 CHF | 91,563 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 37.44 CHF | 37.56 CHF | 2,400 | 2,400 | 2,400 | 2,400 | 90,362 CHF | 90,658 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 37.84 CHF | 37.96 CHF | 2,400 | 2,400 | 2,396 | 2,396 | 90,997 CHF | 91,291 CHF | 100.00% | 100.00% |
08/11/2024 | 0.32% | 38.04 CHF | 38.16 CHF | 2,400 | 2,400 | 2,388 | 2,388 | 90,879 CHF | 91,172 CHF | 99.80% | 99.80% |
07/11/2024 | 0.52% | 38.10 CHF | 38.30 CHF | 2,400 | 2,400 | 2,327 | 2,327 | 88,646 CHF | 89,111 CHF | 99.76% | 99.76% |
06/11/2024 | 0.32% | 38.14 CHF | 38.26 CHF | 2,300 | 2,300 | 2,300 | 2,300 | 88,090 CHF | 88,362 CHF | 100.00% | 100.00% |
05/11/2024 | 0.32% | 38.14 CHF | 38.26 CHF | 2,300 | 2,300 | 2,299 | 2,299 | 88,082 CHF | 88,365 CHF | 99.99% | 99.99% |
04/11/2024 | 0.32% | 38.44 CHF | 38.56 CHF | 2,300 | 2,300 | 2,296 | 2,296 | 88,197 CHF | 88,480 CHF | 100.00% | 100.00% |
01/11/2024 | 0.32% | 38.34 CHF | 38.46 CHF | 2,300 | 2,300 | 2,297 | 2,297 | 87,791 CHF | 88,074 CHF | 100.00% | 100.00% |
31/10/2024 | 0.32% | 38.04 CHF | 38.16 CHF | 2,300 | 2,300 | 2,318 | 2,318 | 88,209 CHF | 88,495 CHF | 100.00% | 100.00% |