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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 44,000 | 44,000 | 43,343 | 43,343 | 92,362 CHF | 92,796 CHF | 100.00% | 100.00% |
20/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 44,000 | 44,000 | 44,212 | 44,212 | 97,373 CHF | 97,815 CHF | 100.00% | 100.00% |
19/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 45,000 | 45,000 | 44,599 | 44,599 | 101,823 CHF | 102,270 CHF | 98.94% | 98.94% |
18/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 45,000 | 45,000 | 44,892 | 44,892 | 102,306 CHF | 102,756 CHF | 100.00% | 100.00% |
15/11/2024 | 0.48% | 2.27 CHF | 2.28 CHF | 45,000 | 45,000 | 43,585 | 43,585 | 90,243 CHF | 90,678 CHF | 71.74% | 71.74% |
14/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 42,000 | 42,000 | 41,314 | 41,314 | 75,339 CHF | 75,752 CHF | 100.00% | 100.00% |
13/11/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 41,000 | 41,000 | 41,542 | 41,542 | 77,394 CHF | 77,810 CHF | 97.72% | 97.72% |
12/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 41,000 | 41,000 | 40,988 | 40,988 | 73,896 CHF | 74,306 CHF | 99.65% | 99.65% |
11/11/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 42,000 | 42,000 | 41,589 | 41,589 | 76,409 CHF | 76,825 CHF | 100.00% | 100.00% |
08/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 42,000 | 42,000 | 42,032 | 42,032 | 80,888 CHF | 81,308 CHF | 100.00% | 100.00% |