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% | 2.75 CHF | 2.76 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 117,015 CHF | 117,435 CHF | 99.48% | 99.48% |
19/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 113,731 CHF | 114,151 CHF | 100.00% | 100.00% |
18/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 114,490 CHF | 114,910 CHF | 99.89% | 99.89% |
15/11/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 112,546 CHF | 112,973 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 2.74 CHF | 2.75 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 112,945 CHF | 113,373 CHF | 98.58% | 98.58% |
13/11/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 115,086 CHF | 115,506 CHF | 100.00% | 100.00% |
12/11/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 113,554 CHF | 113,975 CHF | 99.88% | 99.88% |
11/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 117,494 CHF | 117,913 CHF | 100.00% | 100.00% |
08/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 116,934 CHF | 117,354 CHF | 98.29% | 98.29% |
07/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 42,000 | 42,000 | 41,473 | 41,473 | 118,374 CHF | 118,789 CHF | 100.00% | 100.00% |