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 | 0.48% | 2.05 CHF | 2.06 CHF | 83,000 | 83,000 | 82,986 | 82,986 | 174,029 CHF | 174,859 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 83,000 | 83,000 | 83,015 | 83,015 | 171,238 CHF | 172,069 CHF | 100.00% | 100.00% |
18/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 81,000 | 81,000 | 81,960 | 81,960 | 176,070 CHF | 176,890 CHF | 100.00% | 100.00% |
15/11/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 83,000 | 83,000 | 81,347 | 81,347 | 176,881 CHF | 177,694 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 81,000 | 81,000 | 82,676 | 82,676 | 173,865 CHF | 174,691 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 83,000 | 83,000 | 84,506 | 84,506 | 168,415 CHF | 169,260 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 1.93 CHF | 1.94 CHF | 85,000 | 85,000 | 83,328 | 83,328 | 168,893 CHF | 169,726 CHF | 99.87% | 99.87% |
11/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 81,000 | 81,000 | 81,068 | 81,068 | 177,089 CHF | 177,900 CHF | 99.69% | 99.69% |
08/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 83,000 | 83,000 | 79,157 | 79,157 | 175,037 CHF | 175,849 CHF | 98.82% | 98.82% |
07/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 77,000 | 77,000 | 77,268 | 77,268 | 195,747 CHF | 196,520 CHF | 100.00% | 100.00% |