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 | 0.40% | 2.62 CHF | 2.63 CHF | 52,000 | 52,000 | 28,613 | 28,613 | 73,917 CHF | 74,204 CHF | 99.90% | 99.90% |
19/11/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 52,000 | 52,000 | 28,700 | 28,700 | 72,827 CHF | 73,115 CHF | 98.91% | 98.91% |
18/11/2024 | 0.42% | 2.47 CHF | 2.48 CHF | 52,000 | 52,000 | 28,599 | 28,599 | 69,987 CHF | 70,274 CHF | 99.59% | 99.59% |
15/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 52,000 | 52,000 | 28,569 | 28,569 | 68,927 CHF | 69,214 CHF | 99.89% | 99.89% |
14/11/2024 | 0.43% | 2.43 CHF | 2.44 CHF | 52,000 | 52,000 | 29,301 | 29,301 | 69,531 CHF | 69,824 CHF | 98.84% | 98.84% |
13/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 52,000 | 52,000 | 28,652 | 28,652 | 69,925 CHF | 70,212 CHF | 100.00% | 100.00% |
12/11/2024 | 0.42% | 2.45 CHF | 2.46 CHF | 52,000 | 52,000 | 26,706 | 26,706 | 65,330 CHF | 65,598 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 52,000 | 52,000 | 28,421 | 28,421 | 73,867 CHF | 74,154 CHF | 99.93% | 99.93% |
08/11/2024 | 0.72% | 2.68 CHF | 2.69 CHF | 52,000 | 52,000 | 19,657 | 19,657 | 52,625 CHF | 52,841 CHF | 100.00% | 100.00% |
07/11/2024 | 0.44% | 2.71 CHF | 2.72 CHF | 48,000 | 48,000 | 23,246 | 23,246 | 62,523 CHF | 62,774 CHF | 98.68% | 98.68% |