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 | 0.78% | 2.56 CHF | 2.58 CHF | 17,000 | 17,000 | 17,000 | 17,000 | 43,617 CHF | 43,957 CHF | 99.44% | 99.44% |
19/11/2024 | 0.80% | 2.48 CHF | 2.50 CHF | 17,000 | 17,000 | 17,000 | 17,000 | 42,226 CHF | 42,566 CHF | 100.00% | 100.00% |
18/11/2024 | 0.77% | 2.59 CHF | 2.61 CHF | 17,000 | 17,000 | 17,000 | 17,000 | 43,880 CHF | 44,220 CHF | 99.88% | 99.88% |
15/11/2024 | 0.76% | 2.61 CHF | 2.63 CHF | 17,000 | 17,000 | 16,864 | 16,864 | 44,433 CHF | 44,770 CHF | 100.00% | 100.00% |
14/11/2024 | 0.76% | 2.68 CHF | 2.70 CHF | 16,000 | 16,000 | 16,990 | 16,990 | 44,363 CHF | 44,703 CHF | 98.56% | 98.56% |
13/11/2024 | 0.80% | 2.55 CHF | 2.57 CHF | 17,000 | 17,000 | 17,000 | 17,000 | 42,507 CHF | 42,847 CHF | 100.00% | 100.00% |
12/11/2024 | 0.74% | 2.63 CHF | 2.65 CHF | 17,000 | 17,000 | 16,150 | 16,150 | 43,478 CHF | 43,801 CHF | 99.88% | 99.88% |
11/11/2024 | 0.73% | 2.74 CHF | 2.76 CHF | 16,000 | 16,000 | 16,000 | 16,000 | 43,700 CHF | 44,020 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 2.64 CHF | 2.66 CHF | 17,000 | 17,000 | 16,969 | 16,969 | 44,937 CHF | 45,276 CHF | 98.30% | 98.30% |
07/11/2024 | 0.74% | 2.69 CHF | 2.71 CHF | 16,000 | 16,000 | 16,264 | 16,264 | 43,695 CHF | 44,020 CHF | 100.00% | 100.00% |