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% | 2.74 CHF | 2.75 CHF | 50,000 | 50,000 | 49,720 | 49,720 | 138,739 CHF | 139,237 CHF | 100.00% | 100.00% |
19/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 49,000 | 49,000 | 48,480 | 48,480 | 140,040 CHF | 140,524 CHF | 100.00% | 100.00% |
18/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 140,884 CHF | 141,364 CHF | 100.00% | 100.00% |
15/11/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 47,000 | 47,000 | 47,069 | 47,069 | 140,086 CHF | 140,557 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 47,000 | 47,000 | 47,680 | 47,680 | 140,708 CHF | 141,185 CHF | 99.33% | 99.33% |
13/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 48,000 | 48,000 | 47,569 | 47,569 | 140,257 CHF | 140,733 CHF | 100.00% | 100.00% |
12/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 48,000 | 48,000 | 47,160 | 47,160 | 140,295 CHF | 140,766 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 47,000 | 47,000 | 46,999 | 46,999 | 142,120 CHF | 142,590 CHF | 99.93% | 99.93% |
08/11/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 48,000 | 48,000 | 47,760 | 47,760 | 140,961 CHF | 141,438 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 47,000 | 47,000 | 46,998 | 46,998 | 141,874 CHF | 142,344 CHF | 100.00% | 100.00% |