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 | 0.50% | 1.98 CHF | 1.99 CHF | 113,000 | 113,000 | 112,300 | 112,300 | 224,934 CHF | 226,057 CHF | 99.48% | 99.48% |
19/11/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 113,000 | 113,000 | 112,951 | 112,951 | 223,854 CHF | 224,984 CHF | 100.00% | 100.00% |
18/11/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 113,000 | 113,000 | 112,997 | 112,997 | 223,194 CHF | 224,324 CHF | 99.89% | 99.89% |
15/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 113,000 | 113,000 | 113,673 | 113,673 | 222,217 CHF | 223,354 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 114,000 | 114,000 | 114,611 | 114,611 | 218,546 CHF | 219,692 CHF | 98.61% | 98.61% |
13/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 115,000 | 115,000 | 115,517 | 115,517 | 215,247 CHF | 216,402 CHF | 100.00% | 100.00% |
12/11/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 117,000 | 117,000 | 115,585 | 115,585 | 215,035 CHF | 216,191 CHF | 99.88% | 99.88% |
11/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 114,000 | 114,000 | 114,635 | 114,635 | 219,001 CHF | 220,147 CHF | 100.00% | 100.00% |
08/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 116,000 | 116,000 | 115,899 | 115,899 | 214,616 CHF | 215,775 CHF | 98.29% | 98.29% |
07/11/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 115,000 | 115,000 | 114,549 | 114,549 | 219,224 CHF | 220,369 CHF | 100.00% | 100.00% |