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 | 0.34% | 2.95 CHF | 2.96 CHF | 75,000 | 75,000 | 74,359 | 74,359 | 220,424 CHF | 221,168 CHF | 100.00% | 100.00% |
19/11/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 76,000 | 76,000 | 75,224 | 75,224 | 218,069 CHF | 218,822 CHF | 98.73% | 98.73% |
18/11/2024 | 0.36% | 2.91 CHF | 2.92 CHF | 76,000 | 76,000 | 76,898 | 76,898 | 214,625 CHF | 215,394 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 77,000 | 77,000 | 77,423 | 77,423 | 218,744 CHF | 219,518 CHF | 70.86% | 70.86% |
14/11/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 76,000 | 76,000 | 75,582 | 75,582 | 218,433 CHF | 219,190 CHF | 100.00% | 100.00% |
13/11/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 77,000 | 77,000 | 76,527 | 76,527 | 215,838 CHF | 216,604 CHF | 99.72% | 99.72% |
12/11/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 78,000 | 78,000 | 76,349 | 76,349 | 216,981 CHF | 217,746 CHF | 100.00% | 100.00% |
11/11/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 78,000 | 78,000 | 75,827 | 75,827 | 219,390 CHF | 220,149 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 2.97 CHF | 2.98 CHF | 76,000 | 76,000 | 74,449 | 74,449 | 226,374 CHF | 227,119 CHF | 100.00% | 100.00% |
07/11/2024 | 0.33% | 3.12 CHF | 3.13 CHF | 74,000 | 74,000 | 74,394 | 74,394 | 227,724 CHF | 228,468 CHF | 100.00% | 100.00% |