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 | 0.38% | 2.61 CHF | 2.62 CHF | 94,000 | 94,000 | 93,114 | 93,114 | 245,560 CHF | 246,491 CHF | 100.00% | 100.00% |
19/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 93,000 | 93,000 | 93,519 | 93,519 | 244,692 CHF | 245,627 CHF | 100.00% | 100.00% |
18/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 92,000 | 92,000 | 92,630 | 92,630 | 246,693 CHF | 247,620 CHF | 100.00% | 100.00% |
15/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 93,000 | 93,000 | 92,597 | 92,597 | 245,657 CHF | 246,583 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 93,000 | 93,000 | 93,649 | 93,649 | 243,526 CHF | 244,463 CHF | 99.33% | 99.33% |
13/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 96,000 | 96,000 | 95,676 | 95,676 | 237,522 CHF | 238,479 CHF | 100.00% | 100.00% |
12/11/2024 | 0.39% | 2.46 CHF | 2.47 CHF | 96,000 | 96,000 | 94,583 | 94,583 | 241,117 CHF | 242,063 CHF | 100.00% | 100.00% |
11/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 93,000 | 93,000 | 93,007 | 93,007 | 244,283 CHF | 245,213 CHF | 99.93% | 99.93% |
08/11/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 94,000 | 94,000 | 92,901 | 92,901 | 245,573 CHF | 246,502 CHF | 100.00% | 100.00% |
07/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 91,000 | 91,000 | 91,390 | 91,390 | 247,773 CHF | 248,686 CHF | 100.00% | 100.00% |