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 | 0.39% | 2.54 CHF | 2.55 CHF | 83,000 | 83,000 | 82,986 | 82,986 | 214,603 CHF | 215,433 CHF | 100.00% | 100.00% |
19/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 83,000 | 83,000 | 83,001 | 83,001 | 211,821 CHF | 212,651 CHF | 100.00% | 100.00% |
18/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 81,000 | 81,000 | 81,960 | 81,960 | 216,193 CHF | 217,013 CHF | 100.00% | 100.00% |
15/11/2024 | 0.37% | 2.62 CHF | 2.63 CHF | 83,000 | 83,000 | 81,347 | 81,347 | 216,657 CHF | 217,471 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.66 CHF | 2.67 CHF | 81,000 | 81,000 | 82,587 | 82,587 | 214,036 CHF | 214,862 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 83,000 | 83,000 | 83,754 | 83,754 | 207,786 CHF | 208,624 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 2.41 CHF | 2.42 CHF | 84,000 | 84,000 | 83,164 | 83,164 | 209,189 CHF | 210,020 CHF | 99.86% | 99.86% |
11/11/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 81,000 | 81,000 | 81,069 | 81,069 | 216,690 CHF | 217,501 CHF | 99.66% | 99.66% |
08/11/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 83,000 | 83,000 | 79,156 | 79,156 | 213,758 CHF | 214,570 CHF | 98.75% | 98.75% |
07/11/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 77,000 | 77,000 | 77,268 | 77,268 | 233,710 CHF | 234,482 CHF | 100.00% | 100.00% |