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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.81% | 2.17 CHF | 2.18 CHF | 56,000 | 56,000 | 24,859 | 24,859 | 54,462 CHF | 54,837 CHF | 100.00% | 100.00% |
22/11/2024 | 0.85% | 2.15 CHF | 2.16 CHF | 56,000 | 56,000 | 25,651 | 25,651 | 54,309 CHF | 54,700 CHF | 99.64% | 99.64% |
20/11/2024 | 0.91% | 1.97 CHF | 1.98 CHF | 58,000 | 58,000 | 26,197 | 26,197 | 51,550 CHF | 51,949 CHF | 99.06% | 99.06% |
19/11/2024 | 0.92% | 1.96 CHF | 1.97 CHF | 58,000 | 58,000 | 26,257 | 26,257 | 51,501 CHF | 51,901 CHF | 100.00% | 100.00% |
18/11/2024 | 0.87% | 2.03 CHF | 2.04 CHF | 57,000 | 57,000 | 25,888 | 25,888 | 53,070 CHF | 53,464 CHF | 99.87% | 99.87% |
15/11/2024 | 0.89% | 2.06 CHF | 2.07 CHF | 57,000 | 57,000 | 26,024 | 26,024 | 52,602 CHF | 53,000 CHF | 99.72% | 99.72% |
14/11/2024 | 0.86% | 2.09 CHF | 2.10 CHF | 57,000 | 57,000 | 25,347 | 25,347 | 53,458 CHF | 53,842 CHF | 98.61% | 98.61% |
13/11/2024 | 0.87% | 2.14 CHF | 2.15 CHF | 56,000 | 56,000 | 25,777 | 25,777 | 53,823 CHF | 54,215 CHF | 100.00% | 100.00% |
12/11/2024 | 0.84% | 2.07 CHF | 2.08 CHF | 57,000 | 57,000 | 25,590 | 25,590 | 54,148 CHF | 54,536 CHF | 99.88% | 99.88% |
11/11/2024 | 0.87% | 2.12 CHF | 2.13 CHF | 57,000 | 57,000 | 25,419 | 25,419 | 53,773 CHF | 54,162 CHF | 99.76% | 99.76% |