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 | 0.41% | 2.40 CHF | 2.41 CHF | 113,000 | 113,000 | 112,300 | 112,300 | 272,326 CHF | 273,449 CHF | 99.44% | 99.44% |
19/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 113,000 | 113,000 | 112,951 | 112,951 | 271,519 CHF | 272,648 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 113,000 | 113,000 | 112,997 | 112,997 | 270,925 CHF | 272,055 CHF | 99.88% | 99.88% |
15/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 113,000 | 113,000 | 113,674 | 113,674 | 270,179 CHF | 271,316 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 114,000 | 114,000 | 114,611 | 114,611 | 266,930 CHF | 268,076 CHF | 98.56% | 98.56% |
13/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 115,000 | 115,000 | 115,518 | 115,518 | 264,091 CHF | 265,247 CHF | 100.00% | 100.00% |
12/11/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 117,000 | 117,000 | 115,585 | 115,585 | 263,812 CHF | 264,968 CHF | 99.90% | 99.90% |
11/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 114,000 | 114,000 | 114,635 | 114,635 | 267,360 CHF | 268,507 CHF | 100.00% | 100.00% |
08/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 116,000 | 116,000 | 115,899 | 115,899 | 263,562 CHF | 264,721 CHF | 98.30% | 98.30% |
07/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 115,000 | 115,000 | 114,549 | 114,549 | 267,501 CHF | 268,646 CHF | 100.00% | 100.00% |