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 | 0.41% | 2.40 CHF | 2.41 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 133,366 CHF | 133,912 CHF | 99.43% | 99.43% |
19/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 134,280 CHF | 134,823 CHF | 100.00% | 100.00% |
18/11/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 136,884 CHF | 137,414 CHF | 99.88% | 99.88% |
15/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 136,447 CHF | 136,978 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 135,530 CHF | 136,069 CHF | 98.59% | 98.59% |
13/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 135,253 CHF | 135,794 CHF | 100.00% | 100.00% |
12/11/2024 | 0.39% | 2.49 CHF | 2.50 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 136,359 CHF | 136,894 CHF | 99.88% | 99.88% |
11/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 138,509 CHF | 139,039 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 136,111 CHF | 136,651 CHF | 99.05% | 99.05% |
07/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 136,953 CHF | 137,482 CHF | 100.00% | 100.00% |