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 | 0.55% | 1.74 CHF | 1.75 CHF | 31,000 | 31,000 | 30,833 | 30,833 | 56,175 CHF | 56,483 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 1.95 CHF | 1.96 CHF | 24,900 | 24,900 | 24,640 | 24,640 | 50,877 CHF | 51,123 CHF | 100.00% | 100.00% |
18/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 24,300 | 24,300 | 24,300 | 24,300 | 52,199 CHF | 52,442 CHF | 100.00% | 100.00% |
15/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 23,400 | 23,400 | 23,435 | 23,435 | 52,212 CHF | 52,446 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 2.24 CHF | 2.25 CHF | 24,200 | 24,200 | 24,472 | 24,472 | 53,420 CHF | 53,664 CHF | 99.35% | 99.35% |
13/11/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 24,400 | 24,400 | 24,185 | 24,185 | 52,644 CHF | 52,885 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 2.17 CHF | 2.18 CHF | 23,200 | 23,200 | 22,780 | 22,780 | 51,007 CHF | 51,235 CHF | 100.00% | 100.00% |
11/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 23,700 | 23,700 | 23,699 | 23,699 | 55,451 CHF | 55,688 CHF | 99.93% | 99.93% |
08/11/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 23,600 | 23,600 | 23,480 | 23,480 | 51,264 CHF | 51,499 CHF | 100.00% | 100.00% |
07/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 22,600 | 22,600 | 22,599 | 22,599 | 52,292 CHF | 52,518 CHF | 100.00% | 100.00% |