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 | 0.48% | 2.03 CHF | 2.04 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 113,392 CHF | 113,937 CHF | 99.44% | 99.44% |
19/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 114,409 CHF | 114,952 CHF | 100.00% | 100.00% |
18/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 117,484 CHF | 118,014 CHF | 99.88% | 99.88% |
15/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 116,936 CHF | 117,467 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 115,786 CHF | 116,325 CHF | 98.60% | 98.60% |
13/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 115,425 CHF | 115,966 CHF | 100.00% | 100.00% |
12/11/2024 | 0.46% | 2.12 CHF | 2.13 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 116,737 CHF | 117,272 CHF | 99.88% | 99.88% |
11/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 119,087 CHF | 119,617 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 116,320 CHF | 116,860 CHF | 99.05% | 99.05% |
07/11/2024 | 0.45% | 2.16 CHF | 2.17 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 117,468 CHF | 117,997 CHF | 100.00% | 100.00% |