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 | 0.42% | 2.41 CHF | 2.42 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 101,835 CHF | 102,260 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 102,523 CHF | 102,951 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 98,631 CHF | 99,050 CHF | 100.00% | 100.00% |
15/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 96,730 CHF | 97,143 CHF | 100.00% | 100.00% |
14/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 100,209 CHF | 100,630 CHF | 100.00% | 100.00% |
13/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 99,638 CHF | 100,058 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 96,693 CHF | 97,107 CHF | 99.87% | 99.87% |
11/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 89,396 CHF | 89,796 CHF | 99.72% | 99.72% |
08/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 89,943 CHF | 90,343 CHF | 100.00% | 100.00% |
07/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 84,842 CHF | 85,230 CHF | 99.44% | 99.44% |