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 | 0.51% | 1.95 CHF | 1.96 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 45,326 CHF | 45,554 CHF | 100.00% | 100.00% |
19/11/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 23,000 | 23,000 | 22,780 | 22,780 | 43,825 CHF | 44,053 CHF | 98.77% | 98.77% |
18/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 44,540 CHF | 44,768 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 45,739 CHF | 45,969 CHF | 71.36% | 71.36% |
14/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 44,748 CHF | 44,977 CHF | 100.00% | 100.00% |
13/11/2024 | 0.52% | 2.00 CHF | 2.01 CHF | 23,000 | 23,000 | 22,782 | 22,782 | 44,541 CHF | 44,769 CHF | 99.27% | 99.27% |
12/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 45,166 CHF | 45,394 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 23,000 | 23,000 | 22,261 | 22,261 | 45,602 CHF | 45,825 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 45,558 CHF | 45,786 CHF | 100.00% | 100.00% |
07/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 45,149 CHF | 45,378 CHF | 100.00% | 100.00% |