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 | 0.37% | 2.57 CHF | 2.58 CHF | 25,700 | 25,700 | 25,565 | 25,565 | 68,755 CHF | 69,010 CHF | 100.00% | 100.00% |
19/11/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 26,600 | 26,600 | 26,560 | 26,560 | 68,604 CHF | 68,870 CHF | 100.00% | 100.00% |
18/11/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 28,700 | 28,700 | 28,477 | 28,477 | 76,497 CHF | 76,782 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 29,900 | 29,900 | 29,438 | 29,438 | 74,224 CHF | 74,518 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 2.44 CHF | 2.45 CHF | 34,600 | 34,600 | 35,220 | 35,220 | 77,776 CHF | 78,128 CHF | 99.35% | 99.35% |
13/11/2024 | 0.48% | 2.00 CHF | 2.01 CHF | 31,100 | 31,100 | 30,790 | 30,790 | 64,036 CHF | 64,343 CHF | 100.00% | 100.00% |
12/11/2024 | 0.38% | 2.34 CHF | 2.35 CHF | 28,300 | 28,300 | 27,962 | 27,962 | 73,045 CHF | 73,325 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 2.60 CHF | 2.61 CHF | 28,700 | 28,700 | 28,775 | 28,775 | 72,202 CHF | 72,490 CHF | 99.93% | 99.93% |
08/11/2024 | 0.85% | 2.31 CHF | 2.33 CHF | 22,300 | 22,300 | 22,172 | 22,172 | 52,189 CHF | 52,633 CHF | 99.40% | 99.40% |