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 | 0.46% | 2.28 CHF | 2.29 CHF | 24,900 | 24,900 | 24,232 | 24,232 | 52,667 CHF | 52,909 CHF | 100.00% | 100.00% |
19/11/2024 | 0.43% | 2.18 CHF | 2.19 CHF | 24,900 | 24,900 | 25,365 | 25,365 | 58,576 CHF | 58,829 CHF | 100.00% | 100.00% |
18/11/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 27,200 | 27,200 | 27,000 | 27,000 | 55,889 CHF | 56,159 CHF | 100.00% | 100.00% |
15/11/2024 | 0.49% | 1.97 CHF | 1.98 CHF | 22,800 | 22,800 | 22,850 | 22,850 | 46,176 CHF | 46,404 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.23 CHF | 2.24 CHF | 22,000 | 22,000 | 22,192 | 22,192 | 51,082 CHF | 51,304 CHF | 100.00% | 100.00% |
13/11/2024 | 0.44% | 2.37 CHF | 2.38 CHF | 25,000 | 25,000 | 24,368 | 24,368 | 55,274 CHF | 55,517 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 25,900 | 25,900 | 25,793 | 25,793 | 54,942 CHF | 55,200 CHF | 99.86% | 99.86% |
11/11/2024 | 0.47% | 2.05 CHF | 2.06 CHF | 24,000 | 24,000 | 24,574 | 24,574 | 52,069 CHF | 52,314 CHF | 99.70% | 99.70% |
08/11/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 23,400 | 23,400 | 23,197 | 23,197 | 49,361 CHF | 49,593 CHF | 99.22% | 99.22% |
07/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 24,000 | 24,000 | 23,901 | 23,901 | 52,971 CHF | 53,210 CHF | 100.00% | 100.00% |