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 | 0.38% | 2.59 CHF | 2.60 CHF | 35,000 | 35,000 | 34,533 | 34,533 | 90,585 CHF | 90,930 CHF | 100.00% | 100.00% |
19/11/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 34,000 | 34,000 | 33,865 | 33,865 | 91,748 CHF | 92,086 CHF | 100.00% | 100.00% |
18/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 34,000 | 34,000 | 33,825 | 33,825 | 94,185 CHF | 94,524 CHF | 100.00% | 100.00% |
15/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 34,000 | 34,000 | 33,432 | 33,432 | 93,612 CHF | 93,946 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 34,000 | 34,000 | 33,860 | 33,860 | 94,102 CHF | 94,440 CHF | 100.00% | 100.00% |
13/11/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 34,000 | 34,000 | 33,011 | 33,011 | 94,367 CHF | 94,697 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 36,000 | 36,000 | 34,939 | 34,939 | 87,700 CHF | 88,050 CHF | 99.85% | 99.85% |
11/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 35,000 | 35,000 | 34,855 | 34,855 | 89,608 CHF | 89,957 CHF | 99.66% | 99.66% |
08/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 36,000 | 36,000 | 35,128 | 35,128 | 87,022 CHF | 87,373 CHF | 99.17% | 99.17% |
07/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 35,000 | 35,000 | 35,058 | 35,058 | 86,802 CHF | 87,153 CHF | 99.39% | 99.39% |