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 | 0.38% | 2.61 CHF | 2.62 CHF | 30,000 | 30,000 | 29,525 | 29,525 | 78,327 CHF | 78,623 CHF | 97.90% | 97.90% |
19/11/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 30,000 | 30,000 | 29,004 | 29,004 | 75,179 CHF | 75,470 CHF | 97.61% | 97.61% |
18/11/2024 | 0.42% | 2.50 CHF | 2.51 CHF | 30,000 | 30,000 | 29,955 | 29,955 | 72,139 CHF | 72,438 CHF | 99.68% | 99.68% |
15/11/2024 | 0.46% | 2.23 CHF | 2.24 CHF | 30,000 | 30,000 | 29,582 | 29,582 | 64,760 CHF | 65,056 CHF | 98.86% | 98.86% |
14/11/2024 | 0.50% | 2.16 CHF | 2.17 CHF | 30,000 | 30,000 | 29,517 | 29,517 | 59,890 CHF | 60,186 CHF | 96.60% | 96.60% |
13/11/2024 | 0.48% | 2.13 CHF | 2.14 CHF | 30,000 | 30,000 | 29,366 | 29,366 | 62,178 CHF | 62,472 CHF | 99.51% | 99.51% |
12/11/2024 | 0.47% | 2.06 CHF | 2.07 CHF | 30,000 | 30,000 | 29,503 | 29,503 | 63,988 CHF | 64,284 CHF | 98.99% | 98.99% |
11/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 30,000 | 30,000 | 29,271 | 29,271 | 69,010 CHF | 69,303 CHF | 96.96% | 96.96% |
08/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 30,000 | 30,000 | 29,631 | 29,631 | 56,400 CHF | 56,698 CHF | 96.70% | 96.70% |
07/11/2024 | 0.51% | 2.02 CHF | 2.03 CHF | 30,000 | 30,000 | 29,261 | 29,261 | 59,128 CHF | 59,421 CHF | 97.36% | 98.28% |