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 | 0.48% | 2.08 CHF | 2.09 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 87,906 CHF | 88,331 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 88,498 CHF | 88,925 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 84,893 CHF | 85,312 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 83,178 CHF | 83,592 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 86,376 CHF | 86,798 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 85,849 CHF | 86,269 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 83,138 CHF | 83,551 CHF | 99.87% | 99.87% |
11/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 76,273 CHF | 76,673 CHF | 99.67% | 99.67% |
08/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 76,840 CHF | 77,240 CHF | 98.77% | 98.77% |
07/11/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 72,055 CHF | 72,443 CHF | 99.44% | 99.44% |