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 | 0.88% | 2.27 CHF | 2.29 CHF | 50,000 | 50,000 | 49,834 | 49,834 | 112,243 CHF | 113,240 CHF | 100.00% | 100.00% |
19/11/2024 | 0.86% | 2.21 CHF | 2.23 CHF | 50,000 | 50,000 | 49,303 | 49,303 | 113,865 CHF | 114,851 CHF | 92.70% | 97.63% |
18/11/2024 | 0.80% | 2.50 CHF | 2.52 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 119,041 CHF | 120,001 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 2.49 CHF | 2.51 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 120,067 CHF | 121,027 CHF | 100.00% | 100.00% |
14/11/2024 | 0.78% | 2.58 CHF | 2.60 CHF | 47,000 | 47,000 | 47,279 | 47,279 | 120,720 CHF | 121,666 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 2.54 CHF | 2.56 CHF | 48,000 | 48,000 | 47,869 | 47,869 | 119,417 CHF | 120,374 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 2.62 CHF | 2.64 CHF | 47,000 | 47,000 | 46,919 | 46,919 | 125,025 CHF | 125,963 CHF | 100.00% | 100.00% |
11/11/2024 | 0.72% | 2.72 CHF | 2.74 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 127,116 CHF | 128,036 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 2.69 CHF | 2.71 CHF | 46,000 | 46,000 | 46,906 | 46,906 | 125,054 CHF | 125,992 CHF | 100.00% | 100.00% |
07/11/2024 | 0.74% | 2.64 CHF | 2.66 CHF | 47,000 | 47,000 | 46,310 | 46,310 | 124,977 CHF | 125,903 CHF | 100.00% | 100.00% |