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 | 0.42% | 2.47 CHF | 2.48 CHF | 52,000 | 52,000 | 28,614 | 28,614 | 69,552 CHF | 69,839 CHF | 99.90% | 99.90% |
19/11/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 52,000 | 52,000 | 28,697 | 28,697 | 68,516 CHF | 68,804 CHF | 98.91% | 98.91% |
18/11/2024 | 0.45% | 2.32 CHF | 2.33 CHF | 52,000 | 52,000 | 28,599 | 28,599 | 65,609 CHF | 65,896 CHF | 99.59% | 99.59% |
15/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 52,000 | 52,000 | 28,569 | 28,569 | 64,540 CHF | 64,827 CHF | 99.89% | 99.89% |
14/11/2024 | 0.46% | 2.28 CHF | 2.29 CHF | 52,000 | 52,000 | 29,299 | 29,299 | 65,100 CHF | 65,394 CHF | 98.84% | 98.84% |
13/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 52,000 | 52,000 | 28,652 | 28,652 | 65,625 CHF | 65,912 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 52,000 | 52,000 | 26,705 | 26,705 | 61,269 CHF | 61,537 CHF | 100.00% | 100.00% |
11/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 52,000 | 52,000 | 28,421 | 28,421 | 69,549 CHF | 69,836 CHF | 99.93% | 99.93% |
08/11/2024 | 0.76% | 2.53 CHF | 2.54 CHF | 52,000 | 52,000 | 19,659 | 19,659 | 49,706 CHF | 49,922 CHF | 100.00% | 100.00% |
07/11/2024 | 0.47% | 2.56 CHF | 2.57 CHF | 48,000 | 48,000 | 23,247 | 23,247 | 59,073 CHF | 59,323 CHF | 98.68% | 98.68% |