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 | 0.52% | 1.88 CHF | 1.89 CHF | 38,000 | 38,000 | 37,222 | 37,222 | 71,635 CHF | 72,007 CHF | 99.43% | 99.43% |
19/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 38,000 | 38,000 | 38,196 | 38,196 | 67,466 CHF | 67,848 CHF | 100.00% | 100.00% |
18/11/2024 | 0.51% | 1.89 CHF | 1.90 CHF | 38,000 | 38,000 | 37,149 | 37,149 | 72,196 CHF | 72,567 CHF | 99.88% | 99.88% |
15/11/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 72,783 CHF | 73,153 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 72,488 CHF | 72,858 CHF | 98.58% | 98.58% |
13/11/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 71,277 CHF | 71,647 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 37,000 | 37,000 | 36,978 | 36,978 | 74,256 CHF | 74,625 CHF | 99.88% | 99.88% |
11/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 76,503 CHF | 76,863 CHF | 100.00% | 100.00% |
08/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 75,615 CHF | 75,975 CHF | 98.30% | 98.30% |
07/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 36,000 | 36,000 | 35,992 | 35,992 | 78,338 CHF | 78,698 CHF | 100.00% | 100.00% |