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 | 0.42% | 2.44 CHF | 2.45 CHF | 57,200 | 57,200 | 56,097 | 56,097 | 134,429 CHF | 134,990 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 59,600 | 59,600 | 59,311 | 59,311 | 141,672 CHF | 142,265 CHF | 100.00% | 100.00% |
18/11/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 58,900 | 58,900 | 58,541 | 58,541 | 131,521 CHF | 132,106 CHF | 100.00% | 100.00% |
15/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 55,700 | 55,700 | 55,636 | 55,636 | 122,540 CHF | 123,096 CHF | 100.00% | 100.00% |
14/11/2024 | 0.42% | 2.28 CHF | 2.29 CHF | 51,700 | 51,700 | 51,859 | 51,859 | 123,038 CHF | 123,556 CHF | 99.35% | 99.35% |
13/11/2024 | 0.41% | 2.54 CHF | 2.55 CHF | 60,000 | 60,000 | 58,733 | 58,733 | 142,229 CHF | 142,816 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 60,400 | 60,400 | 59,417 | 59,417 | 131,240 CHF | 131,834 CHF | 100.00% | 100.00% |
11/11/2024 | 0.45% | 2.15 CHF | 2.16 CHF | 58,100 | 58,100 | 57,990 | 57,990 | 127,483 CHF | 128,063 CHF | 99.93% | 99.93% |
08/11/2024 | 0.45% | 2.29 CHF | 2.30 CHF | 64,800 | 64,800 | 63,741 | 63,741 | 142,643 CHF | 143,280 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 56,500 | 56,500 | 56,320 | 56,320 | 111,786 CHF | 112,349 CHF | 100.00% | 100.00% |