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 | 0.84% | 2.08 CHF | 2.09 CHF | 91,000 | 91,000 | 40,580 | 40,580 | 86,035 CHF | 86,649 CHF | 99.90% | 99.90% |
19/11/2024 | 0.87% | 2.06 CHF | 2.07 CHF | 92,000 | 92,000 | 40,989 | 40,989 | 84,605 CHF | 85,226 CHF | 100.00% | 100.00% |
18/11/2024 | 0.87% | 2.09 CHF | 2.10 CHF | 91,000 | 91,000 | 40,850 | 40,850 | 84,709 CHF | 85,329 CHF | 99.90% | 99.90% |
15/11/2024 | 0.84% | 2.06 CHF | 2.07 CHF | 91,000 | 91,000 | 40,559 | 40,559 | 85,608 CHF | 86,222 CHF | 99.90% | 99.90% |
14/11/2024 | 0.82% | 2.15 CHF | 2.16 CHF | 90,000 | 90,000 | 40,336 | 40,336 | 87,612 CHF | 88,224 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 2.17 CHF | 2.18 CHF | 90,000 | 90,000 | 40,403 | 40,403 | 87,984 CHF | 88,596 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 2.21 CHF | 2.22 CHF | 89,000 | 89,000 | 40,196 | 40,196 | 88,812 CHF | 89,423 CHF | 99.85% | 99.85% |
11/11/2024 | 0.80% | 2.21 CHF | 2.22 CHF | 89,000 | 89,000 | 40,176 | 40,176 | 89,814 CHF | 90,424 CHF | 99.55% | 99.55% |
08/11/2024 | 0.81% | 2.23 CHF | 2.24 CHF | 89,000 | 89,000 | 40,335 | 40,335 | 89,701 CHF | 90,312 CHF | 99.46% | 99.46% |
07/11/2024 | 0.80% | 2.22 CHF | 2.23 CHF | 90,000 | 90,000 | 40,307 | 40,307 | 89,872 CHF | 90,483 CHF | 99.90% | 99.90% |