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 | 0.51% | 2.01 CHF | 2.02 CHF | 77,000 | 77,000 | 34,914 | 34,914 | 69,494 CHF | 69,844 CHF | 99.33% | 99.33% |
19/11/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 79,000 | 79,000 | 35,398 | 35,398 | 67,982 CHF | 68,338 CHF | 100.00% | 100.00% |
18/11/2024 | 0.54% | 1.92 CHF | 1.93 CHF | 79,000 | 79,000 | 35,390 | 35,390 | 67,118 CHF | 67,473 CHF | 99.78% | 99.78% |
15/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 78,000 | 78,000 | 35,229 | 35,229 | 68,427 CHF | 68,780 CHF | 99.90% | 99.90% |
14/11/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 78,000 | 78,000 | 35,066 | 35,066 | 69,198 CHF | 69,549 CHF | 98.53% | 98.53% |
13/11/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 78,000 | 78,000 | 35,242 | 35,242 | 69,902 CHF | 70,255 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 78,000 | 78,000 | 34,999 | 34,999 | 69,845 CHF | 70,195 CHF | 99.88% | 99.88% |
11/11/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 77,000 | 77,000 | 34,746 | 34,746 | 70,534 CHF | 70,882 CHF | 99.90% | 99.90% |
08/11/2024 | 0.51% | 2.04 CHF | 2.05 CHF | 77,000 | 77,000 | 35,022 | 35,022 | 70,603 CHF | 70,954 CHF | 99.05% | 99.05% |
07/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 78,000 | 78,000 | 34,958 | 34,958 | 70,053 CHF | 70,404 CHF | 99.90% | 99.90% |