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% | 2.20 CHF | 2.21 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 122,591 CHF | 123,136 CHF | 99.47% | 99.47% |
19/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 123,522 CHF | 124,065 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 126,404 CHF | 126,934 CHF | 99.89% | 99.89% |
15/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 125,890 CHF | 126,420 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 124,873 CHF | 125,413 CHF | 98.68% | 98.68% |
13/11/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 124,532 CHF | 125,073 CHF | 100.00% | 100.00% |
12/11/2024 | 0.42% | 2.29 CHF | 2.30 CHF | 54,000 | 54,000 | 53,499 | 53,499 | 125,803 CHF | 126,338 CHF | 99.88% | 99.88% |
11/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 128,037 CHF | 128,567 CHF | 100.00% | 100.00% |
08/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 125,486 CHF | 126,026 CHF | 99.04% | 99.04% |
07/11/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 126,444 CHF | 126,973 CHF | 100.00% | 100.00% |