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 | 0.77% | 2.33 CHF | 2.34 CHF | 58,000 | 58,000 | 26,294 | 26,294 | 61,162 CHF | 61,562 CHF | 99.33% | 99.33% |
19/11/2024 | 0.78% | 2.32 CHF | 2.33 CHF | 58,000 | 58,000 | 26,257 | 26,257 | 60,861 CHF | 61,261 CHF | 100.00% | 100.00% |
18/11/2024 | 0.74% | 2.39 CHF | 2.40 CHF | 57,000 | 57,000 | 25,825 | 25,825 | 62,192 CHF | 62,586 CHF | 99.64% | 99.64% |
15/11/2024 | 0.76% | 2.42 CHF | 2.43 CHF | 57,000 | 57,000 | 26,024 | 26,024 | 61,932 CHF | 62,329 CHF | 99.72% | 99.72% |
14/11/2024 | 0.73% | 2.45 CHF | 2.46 CHF | 57,000 | 57,000 | 25,350 | 25,350 | 62,548 CHF | 62,931 CHF | 98.50% | 98.50% |
13/11/2024 | 0.74% | 2.50 CHF | 2.51 CHF | 56,000 | 56,000 | 25,777 | 25,777 | 62,970 CHF | 63,363 CHF | 100.00% | 100.00% |
12/11/2024 | 0.72% | 2.43 CHF | 2.44 CHF | 57,000 | 57,000 | 25,591 | 25,591 | 63,246 CHF | 63,633 CHF | 99.88% | 99.88% |
11/11/2024 | 0.75% | 2.48 CHF | 2.49 CHF | 57,000 | 57,000 | 25,462 | 25,462 | 62,876 CHF | 63,265 CHF | 99.90% | 99.90% |
08/11/2024 | 0.78% | 2.40 CHF | 2.41 CHF | 58,000 | 58,000 | 26,491 | 26,491 | 61,765 CHF | 62,167 CHF | 99.02% | 99.02% |
07/11/2024 | 0.74% | 2.33 CHF | 2.34 CHF | 59,000 | 59,000 | 26,261 | 26,261 | 62,934 CHF | 63,333 CHF | 100.00% | 100.00% |