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 | 0.49% | 2.13 CHF | 2.14 CHF | 76,500 | 76,500 | 75,354 | 75,354 | 152,683 CHF | 153,437 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 74,600 | 74,600 | 77,910 | 77,910 | 161,002 CHF | 161,781 CHF | 100.00% | 100.00% |
18/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 80,100 | 80,100 | 82,694 | 82,694 | 160,905 CHF | 161,732 CHF | 100.00% | 100.00% |
15/11/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 84,400 | 84,400 | 82,056 | 82,056 | 153,891 CHF | 154,712 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 80,500 | 80,500 | 80,982 | 80,982 | 156,637 CHF | 157,447 CHF | 99.91% | 99.91% |
13/11/2024 | 0.52% | 2.02 CHF | 2.03 CHF | 81,300 | 81,300 | 78,945 | 78,945 | 151,681 CHF | 152,470 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 77,500 | 77,500 | 79,067 | 79,067 | 154,763 CHF | 155,554 CHF | 100.00% | 100.00% |
11/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 80,200 | 80,200 | 82,191 | 82,191 | 156,606 CHF | 157,428 CHF | 100.00% | 100.00% |
08/11/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 83,500 | 83,500 | 87,419 | 87,419 | 161,246 CHF | 162,120 CHF | 100.00% | 100.00% |
07/11/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 90,000 | 90,000 | 83,391 | 83,391 | 143,108 CHF | 143,942 CHF | 100.00% | 100.00% |