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% | 1.98 CHF | 1.99 CHF | 40,500 | 40,500 | 39,842 | 39,842 | 80,575 CHF | 80,973 CHF | 100.00% | 100.00% |
19/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 40,400 | 40,400 | 39,952 | 39,952 | 80,072 CHF | 80,472 CHF | 98.90% | 98.90% |
18/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 40,000 | 40,000 | 39,680 | 39,680 | 81,454 CHF | 81,852 CHF | 100.00% | 100.00% |
15/11/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 39,800 | 39,800 | 39,626 | 39,626 | 83,860 CHF | 84,256 CHF | 71.86% | 71.86% |
14/11/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 39,400 | 39,400 | 39,110 | 39,110 | 83,145 CHF | 83,536 CHF | 100.00% | 100.00% |
13/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 39,500 | 39,500 | 39,101 | 39,101 | 83,259 CHF | 83,650 CHF | 99.38% | 99.38% |
12/11/2024 | 0.45% | 2.16 CHF | 2.17 CHF | 39,100 | 39,100 | 38,244 | 38,244 | 85,328 CHF | 85,711 CHF | 100.00% | 100.00% |
11/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 38,200 | 38,200 | 37,840 | 37,840 | 86,717 CHF | 87,096 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 39,000 | 39,000 | 38,454 | 38,454 | 85,470 CHF | 85,854 CHF | 100.00% | 100.00% |
07/11/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 38,200 | 38,200 | 38,088 | 38,088 | 87,177 CHF | 87,558 CHF | 100.00% | 100.00% |