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 | 0.47% | 2.10 CHF | 2.11 CHF | 36,200 | 36,200 | 36,179 | 36,179 | 76,783 CHF | 77,145 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 33,400 | 33,400 | 33,409 | 33,409 | 73,637 CHF | 73,971 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 32,500 | 32,500 | 32,246 | 32,246 | 80,241 CHF | 80,563 CHF | 100.00% | 100.00% |
15/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 34,400 | 34,400 | 34,602 | 34,602 | 83,517 CHF | 83,863 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 37,600 | 37,600 | 38,071 | 38,071 | 83,759 CHF | 84,140 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 39,200 | 39,200 | 39,452 | 39,452 | 80,006 CHF | 80,401 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 1.94 CHF | 1.95 CHF | 36,100 | 36,100 | 35,826 | 35,826 | 72,269 CHF | 72,628 CHF | 99.85% | 99.85% |
11/11/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 35,700 | 35,700 | 35,701 | 35,701 | 81,743 CHF | 82,100 CHF | 99.70% | 99.70% |
08/11/2024 | 1.12% | 2.18 CHF | 2.20 CHF | 27,000 | 27,000 | 21,707 | 21,707 | 51,778 CHF | 52,308 CHF | 98.81% | 98.81% |
07/11/2024 | 0.62% | 3.26 CHF | 3.28 CHF | 25,300 | 25,300 | 25,493 | 25,493 | 81,837 CHF | 82,347 CHF | 100.00% | 100.00% |