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 | 0.45% | 2.22 CHF | 2.23 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 93,834 CHF | 94,259 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 94,461 CHF | 94,888 CHF | 100.00% | 100.00% |
18/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 90,665 CHF | 91,084 CHF | 100.00% | 100.00% |
15/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 88,904 CHF | 89,317 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 92,253 CHF | 92,675 CHF | 100.00% | 100.00% |
13/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 91,677 CHF | 92,097 CHF | 100.00% | 100.00% |
12/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 88,882 CHF | 89,295 CHF | 99.85% | 99.85% |
11/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 81,795 CHF | 82,195 CHF | 99.68% | 99.68% |
08/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 82,345 CHF | 82,745 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 77,415 CHF | 77,803 CHF | 99.44% | 99.44% |