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 | 0.38% | 2.58 CHF | 2.59 CHF | 38,000 | 38,000 | 37,222 | 37,222 | 97,576 CHF | 97,948 CHF | 99.43% | 99.43% |
19/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 38,000 | 38,000 | 38,196 | 38,196 | 94,139 CHF | 94,521 CHF | 100.00% | 100.00% |
18/11/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 38,000 | 38,000 | 37,149 | 37,149 | 98,101 CHF | 98,473 CHF | 99.88% | 99.88% |
15/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 98,553 CHF | 98,923 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 98,284 CHF | 98,654 CHF | 98.53% | 98.53% |
13/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 97,060 CHF | 97,430 CHF | 100.00% | 100.00% |
12/11/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 37,000 | 37,000 | 36,978 | 36,978 | 100,028 CHF | 100,398 CHF | 99.89% | 99.89% |
11/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 101,599 CHF | 101,959 CHF | 100.00% | 100.00% |
08/11/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 100,672 CHF | 101,032 CHF | 98.30% | 98.30% |
07/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 36,000 | 36,000 | 35,992 | 35,992 | 103,442 CHF | 103,802 CHF | 100.00% | 100.00% |