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 | 0.42% | 2.35 CHF | 2.36 CHF | 46,300 | 46,300 | 46,100 | 46,100 | 109,496 CHF | 109,957 CHF | 100.00% | 100.00% |
19/11/2024 | 0.44% | 2.35 CHF | 2.36 CHF | 43,200 | 43,200 | 42,898 | 42,898 | 98,278 CHF | 98,707 CHF | 99.45% | 99.45% |
18/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 38,100 | 38,100 | 37,943 | 37,943 | 100,596 CHF | 100,975 CHF | 100.00% | 100.00% |
15/11/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 36,300 | 36,300 | 36,150 | 36,150 | 100,884 CHF | 101,245 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.95 CHF | 2.96 CHF | 41,100 | 41,100 | 41,041 | 41,041 | 113,675 CHF | 114,085 CHF | 100.00% | 100.00% |
13/11/2024 | 0.38% | 2.51 CHF | 2.52 CHF | 37,500 | 37,500 | 35,385 | 35,385 | 93,666 CHF | 94,020 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 38,700 | 38,700 | 38,131 | 38,131 | 118,051 CHF | 118,433 CHF | 98.83% | 98.83% |
11/11/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 42,500 | 42,500 | 42,988 | 42,988 | 115,663 CHF | 116,092 CHF | 99.44% | 99.44% |
08/11/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 44,700 | 44,700 | 44,516 | 44,516 | 104,785 CHF | 105,231 CHF | 100.00% | 100.00% |
07/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 47,200 | 47,200 | 47,005 | 47,005 | 115,712 CHF | 116,182 CHF | 100.00% | 100.00% |