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 | 0.49% | 2.00 CHF | 2.01 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 46,489 CHF | 46,717 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 23,000 | 23,000 | 22,780 | 22,780 | 44,971 CHF | 45,199 CHF | 98.77% | 98.77% |
18/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 23,000 | 23,000 | 22,784 | 22,784 | 45,707 CHF | 45,935 CHF | 100.00% | 100.00% |
15/11/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 23,000 | 23,000 | 23,000 | 23,000 | 46,917 CHF | 47,147 CHF | 71.49% | 71.49% |
14/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 45,898 CHF | 46,126 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 23,000 | 23,000 | 22,782 | 22,782 | 45,695 CHF | 45,923 CHF | 99.27% | 99.27% |
12/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 23,000 | 23,000 | 22,783 | 22,783 | 46,326 CHF | 46,554 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 23,000 | 23,000 | 22,258 | 22,258 | 46,716 CHF | 46,939 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 46,735 CHF | 46,963 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 23,000 | 23,000 | 22,785 | 22,785 | 46,306 CHF | 46,534 CHF | 100.00% | 100.00% |