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 | 0.43% | 2.33 CHF | 2.34 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 98,175 CHF | 98,600 CHF | 100.00% | 100.00% |
19/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 98,933 CHF | 99,360 CHF | 100.00% | 100.00% |
18/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 95,025 CHF | 95,444 CHF | 100.00% | 100.00% |
15/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 93,203 CHF | 93,616 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 96,675 CHF | 97,097 CHF | 100.00% | 100.00% |
13/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 96,060 CHF | 96,480 CHF | 100.00% | 100.00% |
12/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 93,181 CHF | 93,595 CHF | 99.85% | 99.85% |
11/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 85,970 CHF | 86,370 CHF | 99.64% | 99.64% |
08/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 86,525 CHF | 86,925 CHF | 98.68% | 98.68% |
07/11/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 81,426 CHF | 81,815 CHF | 99.44% | 99.44% |