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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 43,000 | 43,000 | 43,302 | 43,302 | 86,838 CHF | 87,271 CHF | 100.00% | 100.00% |
22/11/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 43,000 | 43,000 | 43,648 | 43,648 | 88,451 CHF | 88,887 CHF | 100.00% | 100.00% |
20/11/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 83,300 CHF | 83,725 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 83,887 CHF | 84,315 CHF | 100.00% | 100.00% |
18/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 80,314 CHF | 80,733 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 78,733 CHF | 79,146 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 81,844 CHF | 82,265 CHF | 100.00% | 100.00% |
13/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 81,331 CHF | 81,751 CHF | 100.00% | 100.00% |
12/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 78,667 CHF | 79,080 CHF | 99.85% | 99.85% |
11/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 71,897 CHF | 72,296 CHF | 99.70% | 99.70% |