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 | 0.77% | 2.46 CHF | 2.48 CHF | 45,000 | 45,000 | 44,296 | 44,296 | 113,961 CHF | 114,847 CHF | 100.00% | 100.00% |
19/11/2024 | 0.77% | 2.62 CHF | 2.64 CHF | 44,000 | 44,000 | 44,425 | 44,425 | 115,090 CHF | 115,978 CHF | 99.88% | 99.88% |
18/11/2024 | 0.76% | 2.65 CHF | 2.67 CHF | 44,000 | 44,000 | 44,179 | 44,179 | 115,459 CHF | 116,342 CHF | 100.00% | 100.00% |
15/11/2024 | 0.69% | 2.75 CHF | 2.77 CHF | 43,000 | 43,000 | 42,721 | 42,721 | 122,892 CHF | 123,746 CHF | 100.00% | 100.00% |
14/11/2024 | 0.66% | 3.03 CHF | 3.05 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 126,873 CHF | 127,713 CHF | 100.00% | 100.00% |
13/11/2024 | 0.69% | 2.87 CHF | 2.89 CHF | 43,000 | 43,000 | 42,745 | 42,745 | 123,526 CHF | 124,381 CHF | 100.00% | 100.00% |
12/11/2024 | 0.65% | 2.98 CHF | 3.00 CHF | 42,000 | 42,000 | 41,888 | 41,888 | 127,660 CHF | 128,497 CHF | 99.90% | 99.90% |
11/11/2024 | 0.64% | 3.11 CHF | 3.13 CHF | 41,000 | 41,000 | 41,064 | 41,064 | 128,559 CHF | 129,380 CHF | 100.00% | 100.00% |
08/11/2024 | 0.66% | 3.05 CHF | 3.07 CHF | 42,000 | 42,000 | 41,993 | 41,993 | 127,020 CHF | 127,860 CHF | 98.90% | 98.90% |
07/11/2024 | 0.66% | 3.04 CHF | 3.06 CHF | 42,000 | 42,000 | 41,931 | 41,931 | 127,429 CHF | 128,268 CHF | 100.00% | 100.00% |