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 | 0.38% | 2.57 CHF | 2.58 CHF | 44,000 | 44,000 | 43,236 | 43,236 | 114,117 CHF | 114,549 CHF | 100.00% | 100.00% |
19/11/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 44,000 | 44,000 | 43,351 | 43,351 | 113,848 CHF | 114,282 CHF | 100.00% | 100.00% |
18/11/2024 | 0.38% | 2.70 CHF | 2.71 CHF | 43,000 | 43,000 | 43,471 | 43,471 | 114,252 CHF | 114,687 CHF | 100.00% | 100.00% |
15/11/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 116,061 CHF | 116,491 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 43,000 | 43,000 | 42,878 | 42,878 | 117,300 CHF | 117,729 CHF | 99.34% | 99.34% |
13/11/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 44,000 | 44,000 | 44,000 | 44,000 | 111,697 CHF | 112,137 CHF | 100.00% | 100.00% |
12/11/2024 | 0.38% | 2.52 CHF | 2.53 CHF | 44,000 | 44,000 | 43,918 | 43,918 | 113,996 CHF | 114,436 CHF | 100.00% | 100.00% |
11/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 116,960 CHF | 117,390 CHF | 99.93% | 99.93% |
08/11/2024 | 0.36% | 2.70 CHF | 2.71 CHF | 43,000 | 43,000 | 42,821 | 42,821 | 118,023 CHF | 118,451 CHF | 100.00% | 100.00% |
07/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 42,000 | 42,000 | 42,110 | 42,110 | 121,290 CHF | 121,711 CHF | 100.00% | 100.00% |