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 | 0.81% | 2.34 CHF | 2.36 CHF | 83,600 | 83,600 | 83,600 | 83,600 | 206,694 CHF | 208,366 CHF | 100.00% | 100.00% |
19/11/2024 | 0.86% | 2.40 CHF | 2.42 CHF | 82,600 | 82,600 | 82,600 | 82,600 | 191,528 CHF | 193,180 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 2.55 CHF | 2.57 CHF | 85,500 | 85,500 | 85,500 | 85,500 | 211,026 CHF | 212,736 CHF | 98.94% | 98.94% |
15/11/2024 | 0.77% | 2.37 CHF | 2.39 CHF | 78,900 | 78,900 | 78,900 | 78,900 | 203,428 CHF | 205,006 CHF | 100.00% | 100.00% |
14/11/2024 | 0.71% | 2.86 CHF | 2.88 CHF | 80,400 | 80,400 | 80,400 | 80,400 | 224,183 CHF | 225,791 CHF | 100.00% | 100.00% |
13/11/2024 | 0.73% | 2.72 CHF | 2.74 CHF | 77,600 | 77,600 | 77,600 | 77,600 | 213,359 CHF | 214,911 CHF | 99.86% | 99.86% |
12/11/2024 | 0.63% | 3.01 CHF | 3.03 CHF | 68,500 | 68,500 | 68,500 | 68,500 | 216,248 CHF | 217,618 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 3.37 CHF | 3.39 CHF | 66,500 | 66,500 | 66,500 | 66,500 | 220,746 CHF | 222,076 CHF | 100.00% | 100.00% |
08/11/2024 | 0.67% | 3.00 CHF | 3.02 CHF | 66,900 | 66,900 | 66,900 | 66,900 | 199,557 CHF | 200,895 CHF | 100.00% | 100.00% |
07/11/2024 | 0.64% | 3.16 CHF | 3.18 CHF | 68,300 | 68,300 | 68,300 | 68,300 | 212,121 CHF | 213,487 CHF | 99.68% | 99.68% |