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 | 0.43% | 2.30 CHF | 2.31 CHF | 83,000 | 83,000 | 82,986 | 82,986 | 194,779 CHF | 195,609 CHF | 100.00% | 100.00% |
19/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 83,000 | 83,000 | 83,001 | 83,001 | 191,952 CHF | 192,782 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 81,000 | 81,000 | 81,960 | 81,960 | 196,634 CHF | 197,453 CHF | 100.00% | 100.00% |
15/11/2024 | 0.41% | 2.38 CHF | 2.39 CHF | 83,000 | 83,000 | 81,347 | 81,347 | 197,256 CHF | 198,070 CHF | 100.00% | 100.00% |
14/11/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 81,000 | 81,000 | 82,587 | 82,587 | 194,338 CHF | 195,164 CHF | 100.00% | 100.00% |
13/11/2024 | 0.45% | 2.27 CHF | 2.28 CHF | 83,000 | 83,000 | 83,753 | 83,753 | 187,793 CHF | 188,630 CHF | 100.00% | 100.00% |
12/11/2024 | 0.44% | 2.18 CHF | 2.19 CHF | 84,000 | 84,000 | 83,164 | 83,164 | 189,324 CHF | 190,155 CHF | 99.86% | 99.86% |
11/11/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 81,000 | 81,000 | 81,068 | 81,068 | 197,356 CHF | 198,167 CHF | 99.71% | 99.71% |
08/11/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 83,000 | 83,000 | 79,192 | 79,192 | 194,909 CHF | 195,721 CHF | 100.00% | 100.00% |
07/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 77,000 | 77,000 | 77,268 | 77,268 | 215,274 CHF | 216,046 CHF | 100.00% | 100.00% |