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 | 0.68% | 2.63 CHF | 2.64 CHF | 58,000 | 58,000 | 26,293 | 26,293 | 68,999 CHF | 69,399 CHF | 99.33% | 99.33% |
19/11/2024 | 0.69% | 2.62 CHF | 2.63 CHF | 58,000 | 58,000 | 26,257 | 26,257 | 68,689 CHF | 69,088 CHF | 100.00% | 100.00% |
18/11/2024 | 0.66% | 2.69 CHF | 2.70 CHF | 57,000 | 57,000 | 25,876 | 25,876 | 70,056 CHF | 70,450 CHF | 99.80% | 99.80% |
15/11/2024 | 0.67% | 2.72 CHF | 2.73 CHF | 57,000 | 57,000 | 26,024 | 26,024 | 69,729 CHF | 70,127 CHF | 99.72% | 99.72% |
14/11/2024 | 0.65% | 2.75 CHF | 2.76 CHF | 57,000 | 57,000 | 25,348 | 25,348 | 70,139 CHF | 70,522 CHF | 98.59% | 98.59% |
13/11/2024 | 0.66% | 2.79 CHF | 2.80 CHF | 56,000 | 56,000 | 25,777 | 25,777 | 70,670 CHF | 71,063 CHF | 100.00% | 100.00% |
12/11/2024 | 0.65% | 2.73 CHF | 2.74 CHF | 57,000 | 57,000 | 25,574 | 25,574 | 70,801 CHF | 71,189 CHF | 99.88% | 99.88% |
11/11/2024 | 0.67% | 2.78 CHF | 2.79 CHF | 57,000 | 57,000 | 25,461 | 25,461 | 70,433 CHF | 70,822 CHF | 99.90% | 99.90% |
08/11/2024 | 0.69% | 2.70 CHF | 2.71 CHF | 58,000 | 58,000 | 26,494 | 26,494 | 69,556 CHF | 69,958 CHF | 99.02% | 99.02% |
07/11/2024 | 0.66% | 2.62 CHF | 2.63 CHF | 59,000 | 59,000 | 26,261 | 26,261 | 70,663 CHF | 71,062 CHF | 100.00% | 100.00% |