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 | 0.36% | 2.75 CHF | 2.76 CHF | 50,000 | 50,000 | 49,720 | 49,720 | 139,236 CHF | 139,734 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 2.84 CHF | 2.85 CHF | 49,000 | 49,000 | 48,480 | 48,480 | 140,524 CHF | 141,009 CHF | 100.00% | 100.00% |
18/11/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 141,364 CHF | 141,844 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 2.97 CHF | 2.98 CHF | 47,000 | 47,000 | 47,069 | 47,069 | 140,557 CHF | 141,028 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 47,000 | 47,000 | 47,680 | 47,680 | 141,185 CHF | 141,662 CHF | 99.34% | 99.34% |
13/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 48,000 | 48,000 | 47,569 | 47,569 | 140,733 CHF | 141,209 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 2.95 CHF | 2.96 CHF | 48,000 | 48,000 | 47,160 | 47,160 | 140,766 CHF | 141,238 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 47,000 | 47,000 | 46,999 | 46,999 | 142,590 CHF | 143,060 CHF | 99.93% | 99.93% |
08/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 48,000 | 48,000 | 47,760 | 47,760 | 141,439 CHF | 141,916 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 47,000 | 47,000 | 46,998 | 46,998 | 142,344 CHF | 142,814 CHF | 100.00% | 100.00% |