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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 133,183 CHF | 133,603 CHF | 99.92% | 99.92% |
27/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 131,586 CHF | 132,006 CHF | 100.00% | 100.00% |
26/11/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 134,100 CHF | 134,520 CHF | 100.00% | 100.00% |
25/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 42,000 | 42,000 | 41,968 | 41,968 | 135,818 CHF | 136,238 CHF | 100.00% | 100.00% |
22/11/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 41,000 | 41,000 | 41,611 | 41,611 | 135,877 CHF | 136,293 CHF | 99.64% | 99.64% |
20/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 135,693 CHF | 136,113 CHF | 99.43% | 99.43% |
19/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 132,423 CHF | 132,843 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 133,178 CHF | 133,598 CHF | 99.88% | 99.88% |
15/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 131,556 CHF | 131,984 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 131,989 CHF | 132,417 CHF | 98.55% | 98.55% |