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 | 0.42% | 2.38 CHF | 2.39 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 126,900 CHF | 127,430 CHF | 100.00% | 100.00% |
19/11/2024 | 0.41% | 2.38 CHF | 2.39 CHF | 53,000 | 53,000 | 52,377 | 52,377 | 128,102 CHF | 128,626 CHF | 99.90% | 99.90% |
18/11/2024 | 0.42% | 2.50 CHF | 2.51 CHF | 52,000 | 52,000 | 52,843 | 52,843 | 126,337 CHF | 126,865 CHF | 100.00% | 100.00% |
15/11/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 53,000 | 53,000 | 53,066 | 53,066 | 126,592 CHF | 127,123 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 2.50 CHF | 2.51 CHF | 52,000 | 52,000 | 52,697 | 52,697 | 128,768 CHF | 129,295 CHF | 100.00% | 100.00% |
13/11/2024 | 0.43% | 2.59 CHF | 2.60 CHF | 52,000 | 52,000 | 53,300 | 53,300 | 124,751 CHF | 125,284 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 2.57 CHF | 2.58 CHF | 52,000 | 52,000 | 49,992 | 49,992 | 143,969 CHF | 144,469 CHF | 99.78% | 99.78% |
11/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 148,606 CHF | 149,096 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 49,000 | 49,000 | 49,781 | 49,781 | 145,156 CHF | 145,654 CHF | 98.95% | 98.95% |
07/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 50,000 | 50,000 | 49,122 | 49,122 | 144,990 CHF | 145,481 CHF | 100.00% | 100.00% |