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% | 2.21 CHF | 2.22 CHF | 113,000 | 113,000 | 112,300 | 112,300 | 251,773 CHF | 252,896 CHF | 99.48% | 99.48% |
19/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 113,000 | 113,000 | 112,951 | 112,951 | 250,921 CHF | 252,051 CHF | 100.00% | 100.00% |
18/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 113,000 | 113,000 | 112,997 | 112,997 | 250,246 CHF | 251,376 CHF | 99.89% | 99.89% |
15/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 113,000 | 113,000 | 113,674 | 113,674 | 249,321 CHF | 250,458 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 114,000 | 114,000 | 114,611 | 114,611 | 245,901 CHF | 247,047 CHF | 98.62% | 98.62% |
13/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 115,000 | 115,000 | 115,518 | 115,518 | 242,880 CHF | 244,035 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 117,000 | 117,000 | 115,585 | 115,585 | 242,663 CHF | 243,819 CHF | 99.88% | 99.88% |
11/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 114,000 | 114,000 | 114,635 | 114,635 | 246,382 CHF | 247,528 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 116,000 | 116,000 | 115,899 | 115,899 | 242,332 CHF | 243,491 CHF | 98.29% | 98.29% |
07/11/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 115,000 | 115,000 | 114,549 | 114,549 | 246,491 CHF | 247,636 CHF | 100.00% | 100.00% |