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 | 0.63% | 2.88 CHF | 2.89 CHF | 58,000 | 58,000 | 26,198 | 26,198 | 75,384 CHF | 75,783 CHF | 99.06% | 99.06% |
19/11/2024 | 0.63% | 2.87 CHF | 2.88 CHF | 58,000 | 58,000 | 26,255 | 26,255 | 75,282 CHF | 75,682 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 2.94 CHF | 2.95 CHF | 57,000 | 57,000 | 25,888 | 25,888 | 76,642 CHF | 77,036 CHF | 99.87% | 99.87% |
15/11/2024 | 0.61% | 2.97 CHF | 2.98 CHF | 57,000 | 57,000 | 26,024 | 26,024 | 76,333 CHF | 76,731 CHF | 99.72% | 99.72% |
14/11/2024 | 0.60% | 3.00 CHF | 3.01 CHF | 57,000 | 57,000 | 25,346 | 25,346 | 76,577 CHF | 76,960 CHF | 98.67% | 98.67% |
13/11/2024 | 0.61% | 3.05 CHF | 3.06 CHF | 56,000 | 56,000 | 25,778 | 25,778 | 77,149 CHF | 77,542 CHF | 100.00% | 100.00% |
12/11/2024 | 0.59% | 2.98 CHF | 2.99 CHF | 57,000 | 57,000 | 25,574 | 25,574 | 77,228 CHF | 77,615 CHF | 99.88% | 99.88% |
11/11/2024 | 0.61% | 3.03 CHF | 3.04 CHF | 57,000 | 57,000 | 25,419 | 25,419 | 76,690 CHF | 77,079 CHF | 99.76% | 99.76% |
08/11/2024 | 0.63% | 2.95 CHF | 2.96 CHF | 58,000 | 58,000 | 26,553 | 26,553 | 76,306 CHF | 76,708 CHF | 98.52% | 98.52% |
07/11/2024 | 0.61% | 2.87 CHF | 2.88 CHF | 59,000 | 59,000 | 26,261 | 26,261 | 77,201 CHF | 77,600 CHF | 100.00% | 100.00% |