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 | 0.76% | 2.55 CHF | 2.56 CHF | 76,000 | 76,000 | 50,568 | 50,568 | 128,165 CHF | 129,058 CHF | 100.00% | 100.00% |
19/11/2024 | 0.77% | 2.53 CHF | 2.54 CHF | 76,000 | 76,000 | 49,903 | 49,903 | 124,158 CHF | 125,037 CHF | 98.98% | 98.98% |
18/11/2024 | 0.77% | 2.52 CHF | 2.53 CHF | 75,000 | 75,000 | 49,987 | 49,987 | 125,396 CHF | 126,281 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 2.53 CHF | 2.54 CHF | 75,000 | 75,000 | 49,035 | 49,035 | 122,105 CHF | 123,002 CHF | 71.52% | 71.52% |
14/11/2024 | 0.78% | 2.44 CHF | 2.45 CHF | 72,000 | 72,000 | 48,392 | 48,392 | 118,512 CHF | 119,368 CHF | 100.00% | 100.00% |
13/11/2024 | 0.76% | 2.51 CHF | 2.52 CHF | 75,000 | 75,000 | 50,934 | 50,934 | 128,826 CHF | 129,728 CHF | 99.89% | 99.89% |
12/11/2024 | 0.77% | 2.55 CHF | 2.56 CHF | 77,000 | 77,000 | 50,036 | 50,036 | 124,460 CHF | 125,343 CHF | 99.96% | 99.96% |
11/11/2024 | 0.81% | 2.44 CHF | 2.45 CHF | 74,000 | 74,000 | 47,804 | 47,804 | 113,142 CHF | 113,986 CHF | 99.82% | 99.82% |
08/11/2024 | 0.83% | 2.31 CHF | 2.32 CHF | 71,000 | 71,000 | 47,762 | 47,762 | 111,080 CHF | 111,925 CHF | 99.79% | 99.79% |
07/11/2024 | 0.80% | 2.34 CHF | 2.35 CHF | 72,000 | 72,000 | 49,215 | 49,215 | 117,730 CHF | 118,603 CHF | 99.99% | 99.99% |