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 | 0.45% | 2.21 CHF | 2.22 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 93,483 CHF | 93,908 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 94,145 CHF | 94,572 CHF | 100.00% | 100.00% |
18/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 90,372 CHF | 90,791 CHF | 100.00% | 100.00% |
15/11/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 88,648 CHF | 89,061 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 91,956 CHF | 92,378 CHF | 100.00% | 100.00% |
13/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 91,342 CHF | 91,762 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 42,000 | 42,000 | 41,328 | 41,328 | 88,586 CHF | 88,999 CHF | 99.86% | 99.86% |
11/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 81,493 CHF | 81,892 CHF | 99.73% | 99.73% |
08/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 40,000 | 40,000 | 39,993 | 39,993 | 82,132 CHF | 82,532 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 77,183 CHF | 77,571 CHF | 99.44% | 99.44% |