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 | 0.34% | 2.89 CHF | 2.90 CHF | 50,000 | 50,000 | 49,720 | 49,720 | 146,178 CHF | 146,675 CHF | 100.00% | 100.00% |
19/11/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 49,000 | 49,000 | 48,480 | 48,480 | 147,295 CHF | 147,780 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 148,085 CHF | 148,565 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 47,000 | 47,000 | 47,069 | 47,069 | 147,636 CHF | 148,107 CHF | 100.00% | 100.00% |
14/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 47,000 | 47,000 | 47,680 | 47,680 | 148,347 CHF | 148,823 CHF | 99.34% | 99.34% |
13/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 48,000 | 48,000 | 47,569 | 47,569 | 147,882 CHF | 148,358 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 48,000 | 48,000 | 47,160 | 47,160 | 147,843 CHF | 148,314 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 47,000 | 47,000 | 46,999 | 46,999 | 149,657 CHF | 150,127 CHF | 99.93% | 99.93% |
08/11/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 48,000 | 48,000 | 47,759 | 47,759 | 148,633 CHF | 149,111 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 47,000 | 47,000 | 46,998 | 46,998 | 149,454 CHF | 149,924 CHF | 100.00% | 100.00% |