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 | 0.41% | 2.40 CHF | 2.41 CHF | 35,000 | 35,000 | 34,533 | 34,533 | 84,215 CHF | 84,560 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 34,000 | 34,000 | 33,865 | 33,865 | 85,544 CHF | 85,882 CHF | 100.00% | 100.00% |
18/11/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 34,000 | 34,000 | 33,825 | 33,825 | 88,001 CHF | 88,340 CHF | 100.00% | 100.00% |
15/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 34,000 | 34,000 | 33,432 | 33,432 | 87,467 CHF | 87,802 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 34,000 | 34,000 | 33,860 | 33,860 | 87,889 CHF | 88,228 CHF | 100.00% | 100.00% |
13/11/2024 | 0.37% | 2.63 CHF | 2.64 CHF | 34,000 | 34,000 | 33,010 | 33,010 | 88,338 CHF | 88,668 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 36,000 | 36,000 | 34,939 | 34,939 | 81,217 CHF | 81,567 CHF | 99.85% | 99.85% |
11/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 35,000 | 35,000 | 34,855 | 34,855 | 83,212 CHF | 83,561 CHF | 99.73% | 99.73% |
08/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 36,000 | 36,000 | 35,127 | 35,127 | 80,469 CHF | 80,820 CHF | 100.00% | 100.00% |
07/11/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 35,000 | 35,000 | 35,059 | 35,059 | 80,247 CHF | 80,598 CHF | 99.39% | 99.39% |