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 | 0.46% | 2.11 CHF | 2.12 CHF | 38,000 | 38,000 | 37,222 | 37,222 | 80,256 CHF | 80,629 CHF | 99.43% | 99.43% |
19/11/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 38,000 | 38,000 | 38,196 | 38,196 | 76,357 CHF | 76,739 CHF | 100.00% | 100.00% |
18/11/2024 | 0.46% | 2.12 CHF | 2.13 CHF | 38,000 | 38,000 | 37,149 | 37,149 | 80,802 CHF | 81,174 CHF | 99.88% | 99.88% |
15/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 81,340 CHF | 81,710 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 81,082 CHF | 81,452 CHF | 98.55% | 98.55% |
13/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 79,867 CHF | 80,237 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 37,000 | 37,000 | 36,978 | 36,978 | 82,843 CHF | 83,213 CHF | 99.88% | 99.88% |
11/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 84,851 CHF | 85,211 CHF | 100.00% | 100.00% |
08/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 83,969 CHF | 84,329 CHF | 98.30% | 98.30% |
07/11/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 36,000 | 36,000 | 35,992 | 35,992 | 86,708 CHF | 87,068 CHF | 100.00% | 100.00% |