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 | 0.46% | 2.25 CHF | 2.26 CHF | 52,000 | 52,000 | 28,613 | 28,613 | 63,407 CHF | 63,694 CHF | 99.90% | 99.90% |
19/11/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 52,000 | 52,000 | 28,701 | 28,701 | 62,317 CHF | 62,605 CHF | 98.91% | 98.91% |
18/11/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 52,000 | 52,000 | 28,598 | 28,598 | 59,398 CHF | 59,685 CHF | 99.58% | 99.58% |
15/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 52,000 | 52,000 | 28,568 | 28,568 | 58,395 CHF | 58,682 CHF | 99.89% | 99.89% |
14/11/2024 | 0.51% | 2.06 CHF | 2.07 CHF | 52,000 | 52,000 | 29,300 | 29,300 | 58,729 CHF | 59,023 CHF | 98.84% | 98.84% |
13/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 52,000 | 52,000 | 28,652 | 28,652 | 59,441 CHF | 59,729 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 52,000 | 52,000 | 26,706 | 26,706 | 55,502 CHF | 55,770 CHF | 100.00% | 100.00% |
11/11/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 52,000 | 52,000 | 28,421 | 28,421 | 63,482 CHF | 63,769 CHF | 99.93% | 99.93% |
08/11/2024 | 0.83% | 2.32 CHF | 2.33 CHF | 52,000 | 52,000 | 19,657 | 19,657 | 45,505 CHF | 45,721 CHF | 100.00% | 100.00% |
07/11/2024 | 0.51% | 2.35 CHF | 2.36 CHF | 48,000 | 48,000 | 23,246 | 23,246 | 54,084 CHF | 54,335 CHF | 98.68% | 98.68% |