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 | 0.37% | 2.70 CHF | 2.71 CHF | 113,000 | 113,000 | 112,300 | 112,300 | 305,972 CHF | 307,095 CHF | 99.47% | 99.47% |
19/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 113,000 | 113,000 | 112,951 | 112,951 | 305,365 CHF | 306,494 CHF | 100.00% | 100.00% |
18/11/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 113,000 | 113,000 | 112,997 | 112,997 | 304,752 CHF | 305,882 CHF | 99.89% | 99.89% |
15/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 113,000 | 113,000 | 113,674 | 113,674 | 304,165 CHF | 305,301 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 114,000 | 114,000 | 114,610 | 114,610 | 301,152 CHF | 302,298 CHF | 98.67% | 98.67% |
13/11/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 115,000 | 115,000 | 115,517 | 115,517 | 298,522 CHF | 299,677 CHF | 100.00% | 100.00% |
12/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 117,000 | 117,000 | 115,585 | 115,585 | 298,355 CHF | 299,510 CHF | 99.88% | 99.88% |
11/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 114,000 | 114,000 | 114,636 | 114,636 | 301,553 CHF | 302,699 CHF | 100.00% | 100.00% |
08/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 116,000 | 116,000 | 115,899 | 115,899 | 298,137 CHF | 299,296 CHF | 98.29% | 98.29% |
07/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 115,000 | 115,000 | 114,549 | 114,549 | 301,700 CHF | 302,845 CHF | 100.00% | 100.00% |