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 | 0.36% | 2.73 CHF | 2.74 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 145,388 CHF | 145,918 CHF | 100.00% | 100.00% |
19/11/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 53,000 | 53,000 | 52,377 | 52,377 | 146,292 CHF | 146,815 CHF | 99.85% | 99.85% |
18/11/2024 | 0.36% | 2.85 CHF | 2.86 CHF | 52,000 | 52,000 | 52,843 | 52,843 | 144,756 CHF | 145,285 CHF | 100.00% | 100.00% |
15/11/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 53,000 | 53,000 | 53,066 | 53,066 | 145,026 CHF | 145,557 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.85 CHF | 2.86 CHF | 52,000 | 52,000 | 52,696 | 52,696 | 147,071 CHF | 147,598 CHF | 100.00% | 100.00% |
13/11/2024 | 0.37% | 2.94 CHF | 2.95 CHF | 52,000 | 52,000 | 53,300 | 53,300 | 143,357 CHF | 143,890 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 2.92 CHF | 2.93 CHF | 52,000 | 52,000 | 49,973 | 49,973 | 161,333 CHF | 161,833 CHF | 98.74% | 98.74% |
11/11/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 165,460 CHF | 165,950 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 49,000 | 49,000 | 49,781 | 49,781 | 162,285 CHF | 162,782 CHF | 98.92% | 98.92% |
07/11/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 50,000 | 50,000 | 49,122 | 49,122 | 161,922 CHF | 162,413 CHF | 100.00% | 100.00% |