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 | 0.36% | 2.81 CHF | 2.82 CHF | 98,300 | 98,300 | 99,501 | 99,501 | 278,156 CHF | 279,151 CHF | 100.00% | 100.00% |
19/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 100,300 | 100,300 | 97,166 | 97,166 | 264,102 CHF | 265,074 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 95,100 | 95,100 | 95,160 | 95,160 | 271,322 CHF | 272,274 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 95,200 | 95,200 | 94,588 | 94,588 | 272,917 CHF | 273,862 CHF | 98.67% | 98.67% |
14/11/2024 | 0.34% | 2.87 CHF | 2.88 CHF | 94,200 | 94,200 | 98,442 | 98,442 | 286,858 CHF | 287,842 CHF | 99.79% | 99.79% |
13/11/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 101,200 | 101,200 | 101,861 | 101,861 | 277,341 CHF | 278,359 CHF | 100.00% | 100.00% |
12/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 102,300 | 102,300 | 103,081 | 103,081 | 276,874 CHF | 277,905 CHF | 100.00% | 100.00% |
11/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 103,700 | 103,700 | 108,810 | 108,810 | 284,611 CHF | 285,699 CHF | 100.00% | 100.00% |
08/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 112,200 | 112,200 | 110,151 | 110,151 | 265,803 CHF | 266,905 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 2.41 CHF | 2.42 CHF | 108,800 | 108,800 | 107,833 | 107,833 | 268,213 CHF | 269,291 CHF | 100.00% | 100.00% |