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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.82% | 2.41 CHF | 2.43 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 231,414 CHF | 233,316 CHF | 100.00% | 100.00% |
20/11/2024 | 0.84% | 2.36 CHF | 2.38 CHF | 96,000 | 96,000 | 96,276 | 96,276 | 227,713 CHF | 229,639 CHF | 100.00% | 100.00% |
19/11/2024 | 0.87% | 2.32 CHF | 2.34 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 223,870 CHF | 225,829 CHF | 99.85% | 99.85% |
18/11/2024 | 0.87% | 2.29 CHF | 2.31 CHF | 98,000 | 98,000 | 97,902 | 97,902 | 224,214 CHF | 226,172 CHF | 100.00% | 100.00% |
15/11/2024 | 0.80% | 2.31 CHF | 2.33 CHF | 97,000 | 97,000 | 94,153 | 94,153 | 234,629 CHF | 236,512 CHF | 100.00% | 100.00% |
14/11/2024 | 0.72% | 2.76 CHF | 2.78 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 247,056 CHF | 248,853 CHF | 100.00% | 100.00% |
13/11/2024 | 0.73% | 2.75 CHF | 2.77 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 245,322 CHF | 247,131 CHF | 100.00% | 100.00% |
12/11/2024 | 0.72% | 2.79 CHF | 2.81 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 248,194 CHF | 249,984 CHF | 99.87% | 99.87% |
11/11/2024 | 0.73% | 2.73 CHF | 2.75 CHF | 90,000 | 90,000 | 90,078 | 90,078 | 246,969 CHF | 248,770 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 2.68 CHF | 2.70 CHF | 91,000 | 91,000 | 91,381 | 91,381 | 242,925 CHF | 244,753 CHF | 98.88% | 98.88% |