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 | 0.86% | 2.30 CHF | 2.32 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 221,259 CHF | 223,161 CHF | 100.00% | 100.00% |
20/11/2024 | 0.88% | 2.26 CHF | 2.28 CHF | 96,000 | 96,000 | 96,275 | 96,275 | 217,352 CHF | 219,278 CHF | 100.00% | 100.00% |
19/11/2024 | 0.91% | 2.22 CHF | 2.24 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 213,321 CHF | 215,279 CHF | 99.91% | 99.91% |
18/11/2024 | 0.91% | 2.18 CHF | 2.20 CHF | 98,000 | 98,000 | 97,903 | 97,903 | 213,689 CHF | 215,647 CHF | 100.00% | 100.00% |
15/11/2024 | 0.84% | 2.20 CHF | 2.22 CHF | 97,000 | 97,000 | 94,152 | 94,152 | 224,559 CHF | 226,442 CHF | 100.00% | 100.00% |
14/11/2024 | 0.75% | 2.65 CHF | 2.67 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 237,447 CHF | 239,243 CHF | 100.00% | 100.00% |
13/11/2024 | 0.77% | 2.65 CHF | 2.67 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 235,607 CHF | 237,417 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 2.68 CHF | 2.70 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 238,637 CHF | 240,427 CHF | 99.92% | 99.92% |
11/11/2024 | 0.76% | 2.62 CHF | 2.64 CHF | 90,000 | 90,000 | 90,078 | 90,078 | 237,264 CHF | 239,066 CHF | 100.00% | 100.00% |
08/11/2024 | 0.78% | 2.58 CHF | 2.60 CHF | 91,000 | 91,000 | 91,382 | 91,382 | 233,109 CHF | 234,937 CHF | 98.96% | 98.96% |