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 | 1.10% | 2.04 CHF | 2.05 CHF | 57,100 | 57,100 | 24,005 | 24,005 | 49,886 CHF | 50,317 CHF | 99.91% | 99.91% |
19/11/2024 | 1.09% | 2.06 CHF | 2.07 CHF | 55,600 | 55,600 | 23,228 | 23,228 | 48,887 CHF | 49,303 CHF | 100.00% | 100.00% |
18/11/2024 | 1.10% | 2.15 CHF | 2.16 CHF | 56,400 | 56,400 | 23,350 | 23,350 | 49,568 CHF | 49,980 CHF | 99.32% | 99.32% |
15/11/2024 | 1.12% | 2.08 CHF | 2.09 CHF | 56,500 | 56,500 | 23,817 | 23,817 | 49,560 CHF | 49,988 CHF | 99.64% | 99.64% |
14/11/2024 | 1.08% | 2.11 CHF | 2.12 CHF | 55,900 | 55,900 | 23,000 | 23,000 | 49,174 CHF | 49,580 CHF | 99.96% | 99.96% |
13/11/2024 | 1.06% | 2.15 CHF | 2.16 CHF | 54,700 | 54,700 | 22,176 | 22,176 | 48,399 CHF | 48,787 CHF | 100.00% | 100.00% |
12/11/2024 | 1.04% | 2.15 CHF | 2.16 CHF | 53,300 | 53,300 | 22,359 | 22,359 | 49,654 CHF | 50,055 CHF | 100.00% | 100.00% |
11/11/2024 | 1.10% | 2.21 CHF | 2.22 CHF | 57,100 | 57,100 | 24,036 | 24,036 | 51,378 CHF | 51,808 CHF | 100.00% | 100.00% |
08/11/2024 | 1.72% | 2.09 CHF | 2.10 CHF | 59,000 | 59,000 | 17,024 | 17,024 | 35,160 CHF | 35,397 CHF | 100.00% | 100.00% |
07/11/2024 | 1.07% | 2.07 CHF | 2.08 CHF | 56,100 | 56,100 | 23,524 | 23,524 | 49,983 CHF | 50,404 CHF | 100.00% | 100.00% |