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 | 0.39% | 2.50 CHF | 2.51 CHF | 108,000 | 108,000 | 107,013 | 107,013 | 274,180 CHF | 275,251 CHF | 99.44% | 99.44% |
19/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 108,000 | 108,000 | 107,275 | 107,275 | 274,050 CHF | 275,123 CHF | 100.00% | 100.00% |
18/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 104,000 | 104,000 | 104,488 | 104,488 | 273,037 CHF | 274,082 CHF | 99.88% | 99.88% |
15/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 274,622 CHF | 275,698 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 108,000 | 108,000 | 107,548 | 107,548 | 272,253 CHF | 273,328 CHF | 98.59% | 98.59% |
13/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 108,000 | 108,000 | 107,569 | 107,569 | 270,893 CHF | 271,969 CHF | 100.00% | 100.00% |
12/11/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 108,000 | 108,000 | 107,552 | 107,552 | 275,478 CHF | 276,554 CHF | 99.35% | 99.35% |
11/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 104,000 | 104,000 | 106,442 | 106,442 | 276,355 CHF | 277,420 CHF | 100.00% | 100.00% |
08/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 108,000 | 108,000 | 107,550 | 107,550 | 276,046 CHF | 277,122 CHF | 99.05% | 99.05% |
07/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 104,000 | 104,000 | 103,571 | 103,571 | 272,976 CHF | 274,011 CHF | 100.00% | 100.00% |