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 | 0.36% | 2.77 CHF | 2.78 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 147,670 CHF | 148,200 CHF | 100.00% | 100.00% |
19/11/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 53,000 | 53,000 | 52,377 | 52,377 | 148,625 CHF | 149,149 CHF | 99.90% | 99.90% |
18/11/2024 | 0.36% | 2.90 CHF | 2.91 CHF | 52,000 | 52,000 | 52,843 | 52,843 | 147,078 CHF | 147,607 CHF | 100.00% | 100.00% |
15/11/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 53,000 | 53,000 | 53,066 | 53,066 | 147,392 CHF | 147,922 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 52,000 | 52,000 | 52,697 | 52,697 | 149,433 CHF | 149,960 CHF | 100.00% | 100.00% |
13/11/2024 | 0.37% | 2.98 CHF | 2.99 CHF | 52,000 | 52,000 | 53,301 | 53,301 | 145,645 CHF | 146,178 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 2.96 CHF | 2.97 CHF | 52,000 | 52,000 | 49,993 | 49,993 | 163,562 CHF | 164,062 CHF | 99.77% | 99.77% |
11/11/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 167,822 CHF | 168,312 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 49,000 | 49,000 | 49,780 | 49,780 | 164,662 CHF | 165,160 CHF | 98.96% | 98.96% |
07/11/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 50,000 | 50,000 | 49,122 | 49,122 | 164,245 CHF | 164,736 CHF | 100.00% | 100.00% |