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 | 0.47% | 2.08 CHF | 2.09 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 115,880 CHF | 116,426 CHF | 99.49% | 99.49% |
19/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 116,825 CHF | 117,368 CHF | 100.00% | 100.00% |
18/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 119,876 CHF | 120,406 CHF | 99.90% | 99.90% |
15/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 119,377 CHF | 119,908 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 118,179 CHF | 118,719 CHF | 98.68% | 98.68% |
13/11/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 117,859 CHF | 118,400 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 2.16 CHF | 2.17 CHF | 54,000 | 54,000 | 53,498 | 53,498 | 119,177 CHF | 119,712 CHF | 99.88% | 99.88% |
11/11/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 121,515 CHF | 122,045 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 54,000 | 54,000 | 53,962 | 53,962 | 118,777 CHF | 119,317 CHF | 99.04% | 99.04% |
07/11/2024 | 0.44% | 2.20 CHF | 2.21 CHF | 54,000 | 54,000 | 52,875 | 52,875 | 119,906 CHF | 120,435 CHF | 100.00% | 100.00% |