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% | 2.39 CHF | 2.40 CHF | 75,000 | 75,000 | 74,356 | 74,356 | 179,503 CHF | 180,248 CHF | 100.00% | 100.00% |
19/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 76,000 | 76,000 | 75,237 | 75,237 | 176,819 CHF | 177,573 CHF | 98.73% | 98.73% |
18/11/2024 | 0.45% | 2.36 CHF | 2.37 CHF | 76,000 | 76,000 | 76,899 | 76,899 | 172,240 CHF | 173,009 CHF | 100.00% | 100.00% |
15/11/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 77,000 | 77,000 | 77,430 | 77,430 | 176,086 CHF | 176,860 CHF | 70.94% | 70.94% |
14/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 76,000 | 76,000 | 75,595 | 75,595 | 176,746 CHF | 177,503 CHF | 100.00% | 100.00% |
13/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 77,000 | 77,000 | 76,526 | 76,526 | 173,881 CHF | 174,647 CHF | 99.69% | 99.69% |
12/11/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 78,000 | 78,000 | 76,307 | 76,307 | 175,062 CHF | 175,826 CHF | 100.00% | 100.00% |
11/11/2024 | 0.43% | 2.26 CHF | 2.27 CHF | 78,000 | 78,000 | 75,901 | 75,901 | 178,156 CHF | 178,916 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 76,000 | 76,000 | 74,439 | 74,439 | 186,023 CHF | 186,768 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 2.58 CHF | 2.59 CHF | 74,000 | 74,000 | 74,452 | 74,452 | 187,474 CHF | 188,219 CHF | 100.00% | 100.00% |