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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 44,000 | 44,000 | 43,336 | 43,336 | 103,680 CHF | 104,113 CHF | 99.87% | 99.87% |
20/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 44,000 | 44,000 | 44,224 | 44,224 | 102,789 CHF | 103,232 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 45,000 | 45,000 | 44,596 | 44,596 | 100,121 CHF | 100,567 CHF | 98.72% | 98.72% |
18/11/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 45,000 | 45,000 | 44,886 | 44,886 | 100,996 CHF | 101,446 CHF | 100.00% | 100.00% |
15/11/2024 | 0.41% | 2.27 CHF | 2.28 CHF | 45,000 | 45,000 | 43,580 | 43,580 | 107,332 CHF | 107,768 CHF | 71.44% | 71.44% |
14/11/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 42,000 | 42,000 | 41,310 | 41,310 | 111,927 CHF | 112,340 CHF | 100.00% | 100.00% |
13/11/2024 | 0.38% | 2.71 CHF | 2.72 CHF | 41,000 | 41,000 | 41,568 | 41,568 | 111,051 CHF | 111,467 CHF | 98.47% | 98.47% |
12/11/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 41,000 | 41,000 | 40,988 | 40,988 | 112,003 CHF | 112,413 CHF | 99.64% | 99.64% |
11/11/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 42,000 | 42,000 | 41,591 | 41,591 | 112,308 CHF | 112,724 CHF | 100.00% | 100.00% |
08/11/2024 | 0.39% | 2.64 CHF | 2.65 CHF | 42,000 | 42,000 | 42,031 | 42,031 | 109,991 CHF | 110,412 CHF | 100.00% | 100.00% |