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% | 2.11 CHF | 2.12 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 89,063 CHF | 89,488 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 89,705 CHF | 90,133 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 86,011 CHF | 86,430 CHF | 100.00% | 100.00% |
15/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 84,282 CHF | 84,695 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 87,569 CHF | 87,991 CHF | 100.00% | 100.00% |
13/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 86,990 CHF | 87,410 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 84,287 CHF | 84,700 CHF | 99.85% | 99.85% |
11/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 77,332 CHF | 77,732 CHF | 99.69% | 99.69% |
08/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 77,868 CHF | 78,268 CHF | 100.00% | 100.00% |
07/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 73,116 CHF | 73,504 CHF | 99.44% | 99.44% |