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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 34,000 | 34,000 | 34,066 | 34,066 | 74,997 CHF | 75,338 CHF | 99.93% | 99.93% |
27/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 73,468 CHF | 73,818 CHF | 100.00% | 100.00% |
26/11/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 74,064 CHF | 74,414 CHF | 100.00% | 100.00% |
25/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 35,000 | 35,000 | 34,987 | 34,987 | 74,468 CHF | 74,818 CHF | 100.00% | 100.00% |
22/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 36,000 | 36,000 | 35,801 | 35,801 | 71,446 CHF | 71,804 CHF | 99.64% | 99.64% |
20/11/2024 | 0.57% | 1.70 CHF | 1.71 CHF | 38,000 | 38,000 | 37,222 | 37,222 | 64,935 CHF | 65,307 CHF | 99.44% | 99.44% |
19/11/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 38,000 | 38,000 | 38,196 | 38,196 | 60,626 CHF | 61,008 CHF | 100.00% | 100.00% |
18/11/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 38,000 | 38,000 | 37,149 | 37,149 | 65,509 CHF | 65,881 CHF | 99.88% | 99.88% |
15/11/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 66,145 CHF | 66,515 CHF | 100.00% | 100.00% |
14/11/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 65,828 CHF | 66,198 CHF | 98.58% | 98.58% |