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 | 0.40% | 2.43 CHF | 2.44 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 135,449 CHF | 135,994 CHF | 99.47% | 99.47% |
19/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 136,333 CHF | 136,877 CHF | 100.00% | 100.00% |
18/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 138,926 CHF | 139,456 CHF | 99.89% | 99.89% |
15/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 138,449 CHF | 138,980 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 137,589 CHF | 138,129 CHF | 98.68% | 98.68% |
13/11/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 137,326 CHF | 137,867 CHF | 100.00% | 100.00% |
12/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 138,412 CHF | 138,947 CHF | 99.88% | 99.88% |
11/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 140,539 CHF | 141,069 CHF | 100.00% | 100.00% |
08/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 54,000 | 54,000 | 53,962 | 53,962 | 138,197 CHF | 138,736 CHF | 99.04% | 99.04% |
07/11/2024 | 0.38% | 2.56 CHF | 2.57 CHF | 54,000 | 54,000 | 52,874 | 52,874 | 138,996 CHF | 139,525 CHF | 100.00% | 100.00% |