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 | 0.84% | 2.25 CHF | 2.27 CHF | 45,000 | 45,000 | 44,296 | 44,296 | 104,438 CHF | 105,324 CHF | 100.00% | 100.00% |
19/11/2024 | 0.84% | 2.40 CHF | 2.42 CHF | 44,000 | 44,000 | 44,425 | 44,425 | 105,537 CHF | 106,426 CHF | 99.86% | 99.86% |
18/11/2024 | 0.83% | 2.44 CHF | 2.46 CHF | 44,000 | 44,000 | 44,179 | 44,179 | 105,942 CHF | 106,825 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 2.54 CHF | 2.56 CHF | 43,000 | 43,000 | 42,721 | 42,721 | 113,679 CHF | 114,533 CHF | 100.00% | 100.00% |
14/11/2024 | 0.71% | 2.82 CHF | 2.84 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 117,824 CHF | 118,664 CHF | 100.00% | 100.00% |
13/11/2024 | 0.74% | 2.66 CHF | 2.68 CHF | 43,000 | 43,000 | 42,745 | 42,745 | 114,351 CHF | 115,206 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 2.76 CHF | 2.78 CHF | 42,000 | 42,000 | 41,888 | 41,888 | 118,657 CHF | 119,495 CHF | 99.88% | 99.88% |
11/11/2024 | 0.68% | 2.89 CHF | 2.91 CHF | 41,000 | 41,000 | 41,064 | 41,064 | 119,728 CHF | 120,549 CHF | 100.00% | 100.00% |
08/11/2024 | 0.71% | 2.84 CHF | 2.86 CHF | 42,000 | 42,000 | 41,993 | 41,993 | 118,016 CHF | 118,856 CHF | 98.90% | 98.90% |
07/11/2024 | 0.71% | 2.83 CHF | 2.85 CHF | 42,000 | 42,000 | 41,932 | 41,932 | 118,413 CHF | 119,251 CHF | 100.00% | 100.00% |