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 | 0.81% | 2.48 CHF | 2.50 CHF | 30,000 | 30,000 | 29,089 | 29,089 | 73,870 CHF | 74,454 CHF | 98.89% | 98.89% |
19/11/2024 | 0.89% | 2.38 CHF | 2.40 CHF | 30,000 | 30,000 | 28,117 | 28,117 | 66,967 CHF | 67,533 CHF | 99.06% | 99.06% |
18/11/2024 | 0.83% | 2.44 CHF | 2.46 CHF | 30,000 | 30,000 | 29,796 | 29,796 | 72,161 CHF | 72,757 CHF | 99.85% | 99.85% |
15/11/2024 | 0.94% | 2.33 CHF | 2.35 CHF | 30,000 | 30,000 | 28,458 | 28,458 | 63,563 CHF | 64,135 CHF | 98.96% | 98.96% |
14/11/2024 | 0.95% | 2.44 CHF | 2.46 CHF | 30,000 | 30,000 | 28,145 | 28,145 | 63,380 CHF | 63,947 CHF | 96.57% | 96.57% |
13/11/2024 | 0.86% | 2.46 CHF | 2.48 CHF | 30,000 | 30,000 | 28,440 | 28,440 | 69,809 CHF | 70,381 CHF | 99.19% | 99.19% |
12/11/2024 | 0.87% | 2.25 CHF | 2.27 CHF | 30,000 | 30,000 | 28,963 | 28,963 | 68,616 CHF | 69,198 CHF | 99.67% | 99.67% |
11/11/2024 | 0.81% | 2.56 CHF | 2.58 CHF | 30,000 | 30,000 | 28,686 | 28,686 | 74,014 CHF | 74,591 CHF | 100.00% | 100.00% |
08/11/2024 | 0.83% | 2.54 CHF | 2.56 CHF | 30,000 | 30,000 | 28,641 | 28,641 | 72,660 CHF | 73,244 CHF | 98.03% | 98.03% |
07/11/2024 | 0.80% | 2.62 CHF | 2.64 CHF | 30,000 | 30,000 | 28,034 | 28,034 | 74,912 CHF | 75,477 CHF | 99.16% | 99.16% |