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 | 0.38% | 2.63 CHF | 2.64 CHF | 113,000 | 113,000 | 112,300 | 112,300 | 298,425 CHF | 299,548 CHF | 99.44% | 99.44% |
19/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 113,000 | 113,000 | 112,951 | 112,951 | 297,766 CHF | 298,895 CHF | 100.00% | 100.00% |
18/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 113,000 | 113,000 | 112,997 | 112,997 | 297,163 CHF | 298,293 CHF | 99.88% | 99.88% |
15/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 113,000 | 113,000 | 113,673 | 113,673 | 296,558 CHF | 297,695 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 114,000 | 114,000 | 114,612 | 114,612 | 293,507 CHF | 294,654 CHF | 98.56% | 98.56% |
13/11/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 115,000 | 115,000 | 115,518 | 115,518 | 290,816 CHF | 291,971 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 117,000 | 117,000 | 115,585 | 115,585 | 290,528 CHF | 291,684 CHF | 99.90% | 99.90% |
11/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 114,000 | 114,000 | 114,635 | 114,635 | 293,927 CHF | 295,074 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 116,000 | 116,000 | 115,899 | 115,899 | 290,288 CHF | 291,447 CHF | 98.30% | 98.30% |
07/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 115,000 | 115,000 | 114,549 | 114,549 | 293,949 CHF | 295,094 CHF | 100.00% | 100.00% |