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% | 2.34 CHF | 2.35 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 99,623 CHF | 100,043 CHF | 99.47% | 99.47% |
19/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 42,000 | 42,000 | 42,033 | 42,033 | 96,348 CHF | 96,768 CHF | 100.00% | 100.00% |
18/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 97,133 CHF | 97,553 CHF | 99.89% | 99.89% |
15/11/2024 | 0.45% | 2.27 CHF | 2.28 CHF | 42,000 | 42,000 | 42,773 | 42,773 | 94,895 CHF | 95,323 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 2.32 CHF | 2.33 CHF | 42,000 | 42,000 | 42,798 | 42,798 | 95,291 CHF | 95,719 CHF | 98.64% | 98.64% |
13/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 97,715 CHF | 98,135 CHF | 100.00% | 100.00% |
12/11/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 43,000 | 43,000 | 42,097 | 42,097 | 96,174 CHF | 96,595 CHF | 99.88% | 99.88% |
11/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 42,000 | 42,000 | 41,868 | 41,868 | 100,164 CHF | 100,582 CHF | 100.00% | 100.00% |
08/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 99,590 CHF | 100,010 CHF | 98.29% | 98.29% |
07/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 42,000 | 42,000 | 41,473 | 41,473 | 101,222 CHF | 101,637 CHF | 100.00% | 100.00% |