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 | 0.45% | 2.40 CHF | 2.41 CHF | 35,700 | 35,700 | 35,700 | 35,700 | 78,562 CHF | 78,919 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 2.42 CHF | 2.43 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 94,057 CHF | 94,432 CHF | 100.00% | 100.00% |
18/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 41,400 | 41,400 | 41,400 | 41,400 | 95,493 CHF | 95,907 CHF | 100.00% | 100.00% |
15/11/2024 | 0.49% | 2.11 CHF | 2.12 CHF | 44,300 | 44,300 | 44,300 | 44,300 | 90,012 CHF | 90,455 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 40,100 | 40,100 | 40,100 | 40,100 | 79,938 CHF | 80,339 CHF | 100.00% | 100.00% |
13/11/2024 | 0.44% | 2.18 CHF | 2.19 CHF | 38,600 | 38,600 | 38,600 | 38,600 | 86,725 CHF | 87,111 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 2.27 CHF | 2.28 CHF | 46,800 | 46,800 | 46,800 | 46,800 | 95,430 CHF | 95,898 CHF | 99.86% | 99.86% |
11/11/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 41,300 | 41,300 | 41,300 | 41,300 | 76,741 CHF | 77,154 CHF | 99.70% | 99.70% |
08/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 42,300 | 42,300 | 42,300 | 42,300 | 89,540 CHF | 89,963 CHF | 98.81% | 98.81% |
07/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 42,800 | 42,800 | 42,800 | 42,800 | 87,450 CHF | 87,878 CHF | 100.00% | 100.00% |