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 | 0.45% | 2.17 CHF | 2.18 CHF | 113,000 | 113,000 | 112,300 | 112,300 | 246,477 CHF | 247,600 CHF | 99.44% | 99.44% |
19/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 113,000 | 113,000 | 112,951 | 112,951 | 245,528 CHF | 246,658 CHF | 100.00% | 100.00% |
18/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 113,000 | 113,000 | 112,997 | 112,997 | 244,921 CHF | 246,051 CHF | 99.88% | 99.88% |
15/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 113,000 | 113,000 | 113,674 | 113,674 | 244,030 CHF | 245,166 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 2.13 CHF | 2.14 CHF | 114,000 | 114,000 | 114,611 | 114,611 | 240,560 CHF | 241,706 CHF | 98.60% | 98.60% |
13/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 115,000 | 115,000 | 115,518 | 115,518 | 237,524 CHF | 238,679 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 117,000 | 117,000 | 115,585 | 115,585 | 237,223 CHF | 238,379 CHF | 99.88% | 99.88% |
11/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 114,000 | 114,000 | 114,635 | 114,635 | 240,994 CHF | 242,140 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 116,000 | 116,000 | 115,899 | 115,899 | 236,906 CHF | 238,065 CHF | 98.30% | 98.30% |
07/11/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 115,000 | 115,000 | 114,548 | 114,548 | 241,155 CHF | 242,301 CHF | 100.00% | 100.00% |