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 | 0.81% | 2.49 CHF | 2.51 CHF | 50,000 | 50,000 | 49,834 | 49,834 | 123,131 CHF | 124,128 CHF | 100.00% | 100.00% |
19/11/2024 | 0.79% | 2.43 CHF | 2.45 CHF | 50,000 | 50,000 | 49,302 | 49,302 | 124,630 CHF | 125,616 CHF | 92.70% | 97.63% |
18/11/2024 | 0.74% | 2.72 CHF | 2.74 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 129,534 CHF | 130,494 CHF | 100.00% | 100.00% |
15/11/2024 | 0.73% | 2.71 CHF | 2.73 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 130,538 CHF | 131,498 CHF | 100.00% | 100.00% |
14/11/2024 | 0.72% | 2.80 CHF | 2.82 CHF | 47,000 | 47,000 | 47,280 | 47,280 | 131,078 CHF | 132,023 CHF | 100.00% | 100.00% |
13/11/2024 | 0.73% | 2.76 CHF | 2.78 CHF | 48,000 | 48,000 | 47,870 | 47,870 | 129,885 CHF | 130,843 CHF | 100.00% | 100.00% |
12/11/2024 | 0.69% | 2.84 CHF | 2.86 CHF | 47,000 | 47,000 | 46,919 | 46,919 | 135,279 CHF | 136,218 CHF | 100.00% | 100.00% |
11/11/2024 | 0.67% | 2.93 CHF | 2.95 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 137,164 CHF | 138,084 CHF | 100.00% | 100.00% |
08/11/2024 | 0.69% | 2.91 CHF | 2.93 CHF | 46,000 | 46,000 | 46,905 | 46,905 | 135,285 CHF | 136,223 CHF | 100.00% | 100.00% |
07/11/2024 | 0.68% | 2.86 CHF | 2.88 CHF | 47,000 | 47,000 | 46,310 | 46,310 | 135,089 CHF | 136,016 CHF | 100.00% | 100.00% |