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 | 0.46% | 2.19 CHF | 2.20 CHF | 75,000 | 75,000 | 74,371 | 74,371 | 164,224 CHF | 164,968 CHF | 100.00% | 100.00% |
19/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 76,000 | 76,000 | 75,249 | 75,249 | 161,402 CHF | 162,156 CHF | 98.73% | 98.73% |
18/11/2024 | 0.50% | 2.15 CHF | 2.16 CHF | 76,000 | 76,000 | 76,910 | 76,910 | 156,433 CHF | 157,203 CHF | 100.00% | 100.00% |
15/11/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 77,000 | 77,000 | 77,473 | 77,473 | 160,185 CHF | 160,960 CHF | 70.83% | 70.83% |
14/11/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 76,000 | 76,000 | 75,595 | 75,595 | 161,127 CHF | 161,884 CHF | 100.00% | 100.00% |
13/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 77,000 | 77,000 | 76,529 | 76,529 | 158,190 CHF | 158,956 CHF | 99.83% | 99.83% |
12/11/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 78,000 | 78,000 | 76,354 | 76,354 | 159,546 CHF | 160,310 CHF | 100.00% | 100.00% |
11/11/2024 | 0.47% | 2.05 CHF | 2.06 CHF | 78,000 | 78,000 | 75,819 | 75,819 | 162,467 CHF | 163,226 CHF | 100.00% | 100.00% |
08/11/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 76,000 | 76,000 | 74,451 | 74,451 | 170,977 CHF | 171,722 CHF | 100.00% | 100.00% |
07/11/2024 | 0.44% | 2.38 CHF | 2.39 CHF | 74,000 | 74,000 | 74,388 | 74,388 | 172,186 CHF | 172,931 CHF | 100.00% | 100.00% |