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 | 0.36% | 2.69 CHF | 2.70 CHF | 129,900 | 129,900 | 130,503 | 130,503 | 358,253 CHF | 359,558 CHF | 100.00% | 100.00% |
19/11/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 130,900 | 130,900 | 128,974 | 128,974 | 351,358 CHF | 352,648 CHF | 100.00% | 100.00% |
18/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 127,700 | 127,700 | 126,252 | 126,252 | 352,940 CHF | 354,203 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 125,400 | 125,400 | 126,482 | 126,482 | 359,449 CHF | 360,714 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 127,300 | 127,300 | 126,999 | 126,999 | 356,662 CHF | 357,932 CHF | 99.91% | 99.91% |
13/11/2024 | 0.35% | 2.76 CHF | 2.77 CHF | 126,900 | 126,900 | 128,047 | 128,047 | 360,766 CHF | 362,047 CHF | 100.00% | 100.00% |
12/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 128,800 | 128,800 | 127,896 | 127,896 | 357,920 CHF | 359,199 CHF | 100.00% | 100.00% |
11/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 127,300 | 127,300 | 126,214 | 126,214 | 357,203 CHF | 358,465 CHF | 100.00% | 100.00% |
08/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 125,500 | 125,500 | 123,510 | 123,510 | 354,479 CHF | 355,714 CHF | 100.00% | 100.00% |
07/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 122,200 | 122,200 | 125,204 | 125,204 | 370,412 CHF | 371,664 CHF | 100.00% | 100.00% |