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 | 0.95% | 2.09 CHF | 2.11 CHF | 39,000 | 39,000 | 39,000 | 39,000 | 81,684 CHF | 82,464 CHF | 100.00% | 100.00% |
19/11/2024 | 0.94% | 2.10 CHF | 2.12 CHF | 39,000 | 39,000 | 39,011 | 39,011 | 83,012 CHF | 83,792 CHF | 100.00% | 100.00% |
18/11/2024 | 0.89% | 2.21 CHF | 2.23 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 89,238 CHF | 90,038 CHF | 100.00% | 100.00% |
15/11/2024 | 0.89% | 2.27 CHF | 2.29 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 89,867 CHF | 90,667 CHF | 100.00% | 100.00% |
14/11/2024 | 0.93% | 2.12 CHF | 2.14 CHF | 39,000 | 39,000 | 39,008 | 39,008 | 83,639 CHF | 84,419 CHF | 100.00% | 100.00% |
13/11/2024 | 2.46% | 2.18 CHF | 2.20 CHF | 40,000 | 40,000 | 19,791 | 19,791 | 42,884 CHF | 43,731 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 2.04 CHF | 2.06 CHF | 39,000 | 39,000 | 38,998 | 38,998 | 78,196 CHF | 78,976 CHF | 100.00% | 100.00% |
11/11/2024 | 1.04% | 1.92 CHF | 1.94 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 72,524 CHF | 73,284 CHF | 100.00% | 100.00% |
08/11/2024 | 0.99% | 2.03 CHF | 2.05 CHF | 39,000 | 39,000 | 38,846 | 38,846 | 78,169 CHF | 78,946 CHF | 99.18% | 99.18% |
07/11/2024 | 1.00% | 2.02 CHF | 2.04 CHF | 39,000 | 39,000 | 38,631 | 38,631 | 76,736 CHF | 77,509 CHF | 100.00% | 100.00% |