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 | 0.53% | 1.88 CHF | 1.89 CHF | 24,000 | 24,000 | 23,775 | 23,775 | 44,978 CHF | 45,216 CHF | 100.00% | 100.00% |
19/11/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 24,000 | 24,000 | 23,773 | 23,773 | 46,181 CHF | 46,419 CHF | 98.91% | 98.91% |
18/11/2024 | 0.53% | 2.00 CHF | 2.01 CHF | 24,000 | 24,000 | 23,858 | 23,858 | 45,095 CHF | 45,333 CHF | 100.00% | 100.00% |
15/11/2024 | 0.53% | 1.83 CHF | 1.84 CHF | 25,000 | 25,000 | 24,143 | 24,143 | 45,586 CHF | 45,828 CHF | 71.91% | 71.91% |
14/11/2024 | 0.52% | 2.00 CHF | 2.01 CHF | 24,000 | 24,000 | 23,774 | 23,774 | 46,127 CHF | 46,365 CHF | 100.00% | 100.00% |
13/11/2024 | 0.55% | 2.09 CHF | 2.10 CHF | 24,000 | 24,000 | 24,303 | 24,303 | 44,722 CHF | 44,965 CHF | 99.44% | 99.44% |
12/11/2024 | 0.43% | 2.07 CHF | 2.08 CHF | 24,000 | 24,000 | 22,818 | 22,818 | 54,136 CHF | 54,364 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 22,000 | 22,000 | 21,864 | 21,864 | 55,196 CHF | 55,415 CHF | 100.00% | 100.00% |
08/11/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 54,869 CHF | 55,097 CHF | 100.00% | 100.00% |
07/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 55,678 CHF | 55,906 CHF | 100.00% | 100.00% |