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 | 0.41% | 2.46 CHF | 2.47 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 104,032 CHF | 104,457 CHF | 100.00% | 100.00% |
19/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 104,718 CHF | 105,146 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 100,748 CHF | 101,167 CHF | 100.00% | 100.00% |
15/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 98,816 CHF | 99,229 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 102,365 CHF | 102,786 CHF | 100.00% | 100.00% |
13/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 101,758 CHF | 102,178 CHF | 100.00% | 100.00% |
12/11/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 98,799 CHF | 99,213 CHF | 99.85% | 99.85% |
11/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 91,391 CHF | 91,791 CHF | 99.69% | 99.69% |
08/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 91,944 CHF | 92,344 CHF | 100.00% | 100.00% |
07/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 86,775 CHF | 87,163 CHF | 99.44% | 99.44% |