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 | 0.76% | 2.59 CHF | 2.61 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 248,818 CHF | 250,720 CHF | 100.00% | 100.00% |
20/11/2024 | 0.78% | 2.54 CHF | 2.56 CHF | 96,000 | 96,000 | 96,275 | 96,275 | 245,154 CHF | 247,079 CHF | 100.00% | 100.00% |
19/11/2024 | 0.81% | 2.50 CHF | 2.52 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 241,535 CHF | 243,494 CHF | 99.89% | 99.89% |
18/11/2024 | 0.81% | 2.47 CHF | 2.49 CHF | 98,000 | 98,000 | 97,902 | 97,902 | 241,889 CHF | 243,847 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 2.49 CHF | 2.51 CHF | 97,000 | 97,000 | 94,153 | 94,153 | 251,874 CHF | 253,757 CHF | 100.00% | 100.00% |
14/11/2024 | 0.68% | 2.95 CHF | 2.97 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 263,789 CHF | 265,585 CHF | 100.00% | 100.00% |
13/11/2024 | 0.69% | 2.94 CHF | 2.96 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 262,110 CHF | 263,919 CHF | 100.00% | 100.00% |
12/11/2024 | 0.67% | 2.97 CHF | 2.99 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 264,863 CHF | 266,652 CHF | 99.93% | 99.93% |
11/11/2024 | 0.68% | 2.91 CHF | 2.93 CHF | 90,000 | 90,000 | 90,079 | 90,079 | 263,663 CHF | 265,465 CHF | 100.00% | 100.00% |
08/11/2024 | 0.70% | 2.87 CHF | 2.89 CHF | 91,000 | 91,000 | 91,382 | 91,382 | 259,795 CHF | 261,622 CHF | 98.94% | 98.94% |