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% | 2.43 CHF | 2.44 CHF | 100,000 | 92,308 | 99,061 | 91,450 | 240,081 CHF | 222,549 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 100,000 | 92,308 | 99,047 | 91,436 | 238,616 CHF | 221,197 CHF | 98.89% | 98.89% |
18/11/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 100,000 | 92,308 | 99,057 | 91,446 | 233,699 CHF | 216,657 CHF | 100.00% | 100.00% |
15/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 100,000 | 92,308 | 100,000 | 92,308 | 237,697 CHF | 220,336 CHF | 72.12% | 72.12% |
14/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 100,000 | 92,308 | 99,058 | 91,447 | 239,169 CHF | 221,707 CHF | 100.00% | 100.00% |
13/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 100,000 | 92,308 | 99,058 | 91,447 | 242,620 CHF | 224,893 CHF | 99.81% | 99.81% |
12/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 100,000 | 92,308 | 99,058 | 91,447 | 242,900 CHF | 225,151 CHF | 100.00% | 100.00% |
11/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 100,000 | 92,308 | 98,997 | 91,447 | 237,954 CHF | 220,724 CHF | 100.00% | 100.00% |
08/11/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 100,000 | 92,308 | 99,062 | 91,450 | 237,054 CHF | 219,754 CHF | 100.00% | 100.00% |
07/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 100,000 | 92,308 | 99,060 | 91,448 | 226,017 CHF | 209,565 CHF | 100.00% | 100.00% |