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 | 0.51% | 1.94 CHF | 1.95 CHF | 113,000 | 113,000 | 112,300 | 112,300 | 220,668 CHF | 221,791 CHF | 99.43% | 99.43% |
19/11/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 113,000 | 113,000 | 112,951 | 112,951 | 219,569 CHF | 220,699 CHF | 100.00% | 100.00% |
18/11/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 113,000 | 113,000 | 112,997 | 112,997 | 219,012 CHF | 220,142 CHF | 99.88% | 99.88% |
15/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 113,000 | 113,000 | 113,673 | 113,673 | 217,900 CHF | 219,037 CHF | 100.00% | 100.00% |
14/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 114,000 | 114,000 | 114,611 | 114,611 | 214,313 CHF | 215,459 CHF | 98.56% | 98.56% |
13/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 115,000 | 115,000 | 115,518 | 115,518 | 211,051 CHF | 212,206 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 117,000 | 117,000 | 115,585 | 115,585 | 210,658 CHF | 211,813 CHF | 99.90% | 99.90% |
11/11/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 114,000 | 114,000 | 114,635 | 114,635 | 214,676 CHF | 215,822 CHF | 100.00% | 100.00% |
08/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 116,000 | 116,000 | 115,899 | 115,899 | 210,304 CHF | 211,463 CHF | 98.30% | 98.30% |
07/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 115,000 | 115,000 | 114,549 | 114,549 | 214,857 CHF | 216,002 CHF | 100.00% | 100.00% |