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 | 0.40% | 2.50 CHF | 2.51 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 133,198 CHF | 133,728 CHF | 100.00% | 100.00% |
19/11/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 53,000 | 53,000 | 52,377 | 52,377 | 134,297 CHF | 134,820 CHF | 99.85% | 99.85% |
18/11/2024 | 0.40% | 2.62 CHF | 2.63 CHF | 52,000 | 52,000 | 52,843 | 52,843 | 132,602 CHF | 133,131 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 53,000 | 53,000 | 53,066 | 53,066 | 132,890 CHF | 133,421 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 52,000 | 52,000 | 52,697 | 52,697 | 134,989 CHF | 135,516 CHF | 100.00% | 100.00% |
13/11/2024 | 0.41% | 2.71 CHF | 2.72 CHF | 52,000 | 52,000 | 53,301 | 53,301 | 131,099 CHF | 131,632 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 2.69 CHF | 2.70 CHF | 52,000 | 52,000 | 49,973 | 49,973 | 149,890 CHF | 150,390 CHF | 98.74% | 98.74% |
11/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 154,233 CHF | 154,723 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 49,000 | 49,000 | 49,781 | 49,781 | 150,896 CHF | 151,394 CHF | 98.88% | 98.88% |
07/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 50,000 | 50,000 | 49,122 | 49,122 | 150,662 CHF | 151,153 CHF | 100.00% | 100.00% |