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 | 0.80% | 2.24 CHF | 2.25 CHF | 58,000 | 58,000 | 26,294 | 26,294 | 58,824 CHF | 59,223 CHF | 99.33% | 99.33% |
19/11/2024 | 0.81% | 2.23 CHF | 2.24 CHF | 58,000 | 58,000 | 26,257 | 26,257 | 58,531 CHF | 58,931 CHF | 100.00% | 100.00% |
18/11/2024 | 0.77% | 2.30 CHF | 2.31 CHF | 57,000 | 57,000 | 25,877 | 25,877 | 60,011 CHF | 60,405 CHF | 99.80% | 99.80% |
15/11/2024 | 0.79% | 2.33 CHF | 2.34 CHF | 57,000 | 57,000 | 26,024 | 26,024 | 59,613 CHF | 60,011 CHF | 99.72% | 99.72% |
14/11/2024 | 0.76% | 2.36 CHF | 2.37 CHF | 57,000 | 57,000 | 25,346 | 25,346 | 60,275 CHF | 60,659 CHF | 98.59% | 98.59% |
13/11/2024 | 0.77% | 2.41 CHF | 2.42 CHF | 56,000 | 56,000 | 25,777 | 25,777 | 60,708 CHF | 61,101 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 2.34 CHF | 2.35 CHF | 57,000 | 57,000 | 25,589 | 25,589 | 60,979 CHF | 61,367 CHF | 99.90% | 99.90% |
11/11/2024 | 0.78% | 2.39 CHF | 2.40 CHF | 57,000 | 57,000 | 25,464 | 25,464 | 60,632 CHF | 61,021 CHF | 99.90% | 99.90% |
08/11/2024 | 0.81% | 2.32 CHF | 2.33 CHF | 58,000 | 58,000 | 26,492 | 26,492 | 59,436 CHF | 59,838 CHF | 99.02% | 99.02% |
07/11/2024 | 0.77% | 2.24 CHF | 2.25 CHF | 59,000 | 59,000 | 26,261 | 26,261 | 60,638 CHF | 61,037 CHF | 100.00% | 100.00% |