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 | 0.39% | 2.59 CHF | 2.60 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 109,434 CHF | 109,859 CHF | 100.00% | 100.00% |
19/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 110,217 CHF | 110,644 CHF | 100.00% | 100.00% |
18/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 106,150 CHF | 106,569 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 104,116 CHF | 104,529 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 107,793 CHF | 108,215 CHF | 100.00% | 100.00% |
13/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 107,156 CHF | 107,576 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 104,136 CHF | 104,549 CHF | 99.85% | 99.85% |
11/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 96,539 CHF | 96,939 CHF | 99.72% | 99.72% |
08/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 97,142 CHF | 97,542 CHF | 100.00% | 100.00% |
07/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 91,812 CHF | 92,200 CHF | 99.44% | 99.44% |