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% | 2.60 CHF | 2.61 CHF | 75,000 | 75,000 | 74,383 | 74,383 | 194,886 CHF | 195,630 CHF | 100.00% | 100.00% |
19/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 76,000 | 76,000 | 75,237 | 75,237 | 192,280 CHF | 193,033 CHF | 98.73% | 98.73% |
18/11/2024 | 0.41% | 2.56 CHF | 2.57 CHF | 76,000 | 76,000 | 76,912 | 76,912 | 188,146 CHF | 188,916 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 77,000 | 77,000 | 77,473 | 77,473 | 192,191 CHF | 192,966 CHF | 70.79% | 70.79% |
14/11/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 76,000 | 76,000 | 75,608 | 75,608 | 192,403 CHF | 193,160 CHF | 100.00% | 100.00% |
13/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 77,000 | 77,000 | 76,525 | 76,525 | 189,580 CHF | 190,346 CHF | 99.82% | 99.82% |
12/11/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 78,000 | 78,000 | 76,351 | 76,351 | 190,828 CHF | 191,592 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 78,000 | 78,000 | 75,832 | 75,832 | 193,493 CHF | 194,252 CHF | 100.00% | 100.00% |
08/11/2024 | 0.37% | 2.63 CHF | 2.64 CHF | 76,000 | 76,000 | 74,449 | 74,449 | 201,139 CHF | 201,884 CHF | 100.00% | 100.00% |
07/11/2024 | 0.37% | 2.78 CHF | 2.79 CHF | 74,000 | 74,000 | 74,410 | 74,410 | 202,480 CHF | 203,225 CHF | 100.00% | 100.00% |