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 | 0.87% | 2.06 CHF | 2.07 CHF | 58,000 | 58,000 | 26,295 | 26,295 | 53,934 CHF | 54,333 CHF | 99.34% | 99.34% |
19/11/2024 | 0.88% | 2.05 CHF | 2.06 CHF | 58,000 | 58,000 | 26,257 | 26,257 | 53,704 CHF | 54,104 CHF | 100.00% | 100.00% |
18/11/2024 | 0.84% | 2.11 CHF | 2.12 CHF | 57,000 | 57,000 | 25,877 | 25,877 | 55,224 CHF | 55,617 CHF | 99.80% | 99.80% |
15/11/2024 | 0.86% | 2.15 CHF | 2.16 CHF | 57,000 | 57,000 | 26,025 | 26,025 | 54,795 CHF | 55,193 CHF | 99.72% | 99.72% |
14/11/2024 | 0.82% | 2.17 CHF | 2.18 CHF | 57,000 | 57,000 | 25,347 | 25,347 | 55,590 CHF | 55,973 CHF | 98.56% | 98.56% |
13/11/2024 | 0.84% | 2.22 CHF | 2.23 CHF | 56,000 | 56,000 | 25,776 | 25,776 | 55,963 CHF | 56,356 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 2.16 CHF | 2.17 CHF | 57,000 | 57,000 | 25,591 | 25,591 | 56,268 CHF | 56,656 CHF | 99.88% | 99.88% |
11/11/2024 | 0.84% | 2.21 CHF | 2.22 CHF | 57,000 | 57,000 | 25,462 | 25,462 | 55,958 CHF | 56,347 CHF | 99.90% | 99.90% |
08/11/2024 | 0.88% | 2.13 CHF | 2.14 CHF | 58,000 | 58,000 | 26,491 | 26,491 | 54,624 CHF | 55,026 CHF | 99.02% | 99.02% |
07/11/2024 | 0.84% | 2.06 CHF | 2.07 CHF | 59,000 | 59,000 | 26,261 | 26,261 | 55,845 CHF | 56,244 CHF | 100.00% | 100.00% |