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 | 0.50% | 2.11 CHF | 2.12 CHF | 52,000 | 52,000 | 28,613 | 28,613 | 59,180 CHF | 59,467 CHF | 99.90% | 99.90% |
19/11/2024 | 0.51% | 2.03 CHF | 2.04 CHF | 52,000 | 52,000 | 28,698 | 28,698 | 58,067 CHF | 58,355 CHF | 98.91% | 98.91% |
18/11/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 52,000 | 52,000 | 28,599 | 28,599 | 55,193 CHF | 55,480 CHF | 99.59% | 99.59% |
15/11/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 52,000 | 52,000 | 28,569 | 28,569 | 54,160 CHF | 54,447 CHF | 99.89% | 99.89% |
14/11/2024 | 0.55% | 1.91 CHF | 1.92 CHF | 52,000 | 52,000 | 29,299 | 29,299 | 54,357 CHF | 54,651 CHF | 98.84% | 98.84% |
13/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 52,000 | 52,000 | 28,652 | 28,652 | 55,252 CHF | 55,539 CHF | 100.00% | 100.00% |
12/11/2024 | 0.53% | 1.94 CHF | 1.95 CHF | 52,000 | 52,000 | 26,705 | 26,705 | 51,613 CHF | 51,881 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 52,000 | 52,000 | 28,421 | 28,421 | 59,298 CHF | 59,585 CHF | 99.93% | 99.93% |
08/11/2024 | 0.88% | 2.18 CHF | 2.19 CHF | 52,000 | 52,000 | 19,659 | 19,659 | 42,672 CHF | 42,888 CHF | 100.00% | 100.00% |
07/11/2024 | 0.54% | 2.21 CHF | 2.22 CHF | 48,000 | 48,000 | 23,247 | 23,247 | 50,744 CHF | 50,995 CHF | 98.68% | 98.68% |