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 | 0.44% | 2.27 CHF | 2.28 CHF | 24,000 | 24,000 | 23,775 | 23,775 | 54,458 CHF | 54,696 CHF | 100.00% | 100.00% |
19/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 24,000 | 24,000 | 23,772 | 23,772 | 55,666 CHF | 55,904 CHF | 98.92% | 98.92% |
18/11/2024 | 0.44% | 2.40 CHF | 2.41 CHF | 24,000 | 24,000 | 23,865 | 23,865 | 54,627 CHF | 54,866 CHF | 100.00% | 100.00% |
15/11/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 25,000 | 25,000 | 24,148 | 24,148 | 55,211 CHF | 55,453 CHF | 72.08% | 72.08% |
14/11/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 24,000 | 24,000 | 23,774 | 23,774 | 55,619 CHF | 55,857 CHF | 100.00% | 100.00% |
13/11/2024 | 0.45% | 2.49 CHF | 2.50 CHF | 24,000 | 24,000 | 24,301 | 24,301 | 54,416 CHF | 54,660 CHF | 99.41% | 99.41% |
12/11/2024 | 0.36% | 2.47 CHF | 2.48 CHF | 24,000 | 24,000 | 22,818 | 22,818 | 63,245 CHF | 63,474 CHF | 100.00% | 100.00% |
11/11/2024 | 0.35% | 2.92 CHF | 2.93 CHF | 22,000 | 22,000 | 21,863 | 21,863 | 63,885 CHF | 64,104 CHF | 100.00% | 100.00% |
08/11/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 63,953 CHF | 64,181 CHF | 100.00% | 100.00% |
07/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 64,764 CHF | 64,992 CHF | 100.00% | 100.00% |