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 | 0.42% | 2.31 CHF | 2.32 CHF | 55,000 | 55,000 | 54,563 | 54,563 | 128,458 CHF | 129,003 CHF | 99.48% | 99.48% |
19/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 54,000 | 54,000 | 54,323 | 54,323 | 129,402 CHF | 129,946 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 132,127 CHF | 132,657 CHF | 99.89% | 99.89% |
15/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 53,000 | 53,000 | 53,081 | 53,081 | 131,667 CHF | 132,198 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 130,668 CHF | 131,208 CHF | 98.50% | 98.50% |
13/11/2024 | 0.41% | 2.38 CHF | 2.39 CHF | 54,000 | 54,000 | 54,109 | 54,109 | 130,375 CHF | 130,916 CHF | 100.00% | 100.00% |
12/11/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 54,000 | 54,000 | 53,499 | 53,499 | 131,549 CHF | 132,084 CHF | 99.88% | 99.88% |
11/11/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 133,798 CHF | 134,328 CHF | 100.00% | 100.00% |
08/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 54,000 | 54,000 | 53,963 | 53,963 | 131,287 CHF | 131,827 CHF | 99.04% | 99.04% |
07/11/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 54,000 | 54,000 | 52,875 | 52,875 | 132,165 CHF | 132,694 CHF | 100.00% | 100.00% |