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 | 0.72% | 2.51 CHF | 2.52 CHF | 58,000 | 58,000 | 26,293 | 26,293 | 65,971 CHF | 66,371 CHF | 99.32% | 99.32% |
19/11/2024 | 0.72% | 2.50 CHF | 2.51 CHF | 58,000 | 58,000 | 26,257 | 26,257 | 65,678 CHF | 66,078 CHF | 100.00% | 100.00% |
18/11/2024 | 0.69% | 2.57 CHF | 2.58 CHF | 57,000 | 57,000 | 25,876 | 25,876 | 67,070 CHF | 67,464 CHF | 99.80% | 99.80% |
15/11/2024 | 0.70% | 2.61 CHF | 2.62 CHF | 57,000 | 57,000 | 26,024 | 26,024 | 66,733 CHF | 67,131 CHF | 99.72% | 99.72% |
14/11/2024 | 0.68% | 2.63 CHF | 2.64 CHF | 57,000 | 57,000 | 25,346 | 25,346 | 67,219 CHF | 67,602 CHF | 98.60% | 98.60% |
13/11/2024 | 0.69% | 2.68 CHF | 2.69 CHF | 56,000 | 56,000 | 25,776 | 25,776 | 67,724 CHF | 68,116 CHF | 100.00% | 100.00% |
12/11/2024 | 0.67% | 2.61 CHF | 2.62 CHF | 57,000 | 57,000 | 25,583 | 25,583 | 67,905 CHF | 68,293 CHF | 99.89% | 99.89% |
11/11/2024 | 0.70% | 2.66 CHF | 2.67 CHF | 57,000 | 57,000 | 25,462 | 25,462 | 67,512 CHF | 67,901 CHF | 99.90% | 99.90% |
08/11/2024 | 0.72% | 2.59 CHF | 2.60 CHF | 58,000 | 58,000 | 26,491 | 26,491 | 66,546 CHF | 66,948 CHF | 99.02% | 99.02% |
07/11/2024 | 0.69% | 2.51 CHF | 2.52 CHF | 59,000 | 59,000 | 26,261 | 26,261 | 67,687 CHF | 68,086 CHF | 100.00% | 100.00% |