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 | 0.61% | 2.50 CHF | 2.51 CHF | 60,000 | 60,000 | 26,744 | 26,744 | 67,247 CHF | 67,594 CHF | 99.89% | 99.89% |
19/11/2024 | 0.60% | 2.49 CHF | 2.50 CHF | 60,000 | 60,000 | 26,755 | 26,755 | 68,044 CHF | 68,391 CHF | 99.91% | 99.91% |
18/11/2024 | 0.60% | 2.57 CHF | 2.58 CHF | 58,000 | 58,000 | 26,249 | 26,249 | 67,669 CHF | 68,011 CHF | 99.89% | 99.89% |
15/11/2024 | 0.62% | 2.53 CHF | 2.54 CHF | 58,000 | 58,000 | 26,498 | 26,498 | 66,501 CHF | 66,845 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 2.50 CHF | 2.51 CHF | 60,000 | 60,000 | 26,651 | 26,651 | 67,579 CHF | 67,925 CHF | 100.00% | 100.00% |
13/11/2024 | 0.61% | 2.51 CHF | 2.52 CHF | 60,000 | 60,000 | 26,759 | 26,759 | 67,148 CHF | 67,495 CHF | 100.00% | 100.00% |
12/11/2024 | 0.59% | 2.53 CHF | 2.54 CHF | 60,000 | 60,000 | 26,571 | 26,571 | 68,844 CHF | 69,190 CHF | 99.91% | 99.91% |
11/11/2024 | 0.59% | 2.62 CHF | 2.63 CHF | 58,000 | 58,000 | 26,309 | 26,309 | 69,681 CHF | 70,024 CHF | 99.89% | 99.89% |
08/11/2024 | 0.58% | 2.65 CHF | 2.66 CHF | 58,000 | 58,000 | 26,447 | 26,447 | 70,497 CHF | 70,840 CHF | 98.97% | 98.97% |
07/11/2024 | 0.57% | 2.69 CHF | 2.70 CHF | 58,000 | 58,000 | 26,311 | 26,311 | 71,495 CHF | 71,838 CHF | 99.90% | 99.90% |