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 | 0.34% | 2.96 CHF | 2.97 CHF | 54,000 | 54,000 | 52,676 | 52,676 | 155,902 CHF | 156,429 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 55,000 | 55,000 | 53,531 | 53,531 | 155,705 CHF | 156,240 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 154,087 CHF | 154,623 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 56,000 | 56,000 | 54,118 | 54,118 | 153,206 CHF | 153,747 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 56,000 | 56,000 | 54,754 | 54,754 | 151,142 CHF | 151,690 CHF | 99.33% | 99.33% |
13/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 56,000 | 56,000 | 54,448 | 54,448 | 152,579 CHF | 153,123 CHF | 100.00% | 100.00% |
12/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 56,000 | 56,000 | 55,307 | 55,307 | 155,515 CHF | 156,069 CHF | 68.32% | 100.00% |
11/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 55,000 | 55,000 | 52,700 | 52,700 | 156,111 CHF | 156,638 CHF | 99.93% | 99.93% |
08/11/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 54,000 | 54,000 | 51,727 | 51,727 | 158,833 CHF | 159,351 CHF | 100.00% | 100.00% |
07/11/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 51,000 | 51,000 | 49,705 | 49,705 | 164,043 CHF | 164,540 CHF | 98.53% | 98.53% |