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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.91% | 2.21 CHF | 2.23 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 207,948 CHF | 209,850 CHF | 100.00% | 100.00% |
20/11/2024 | 0.88% | 2.26 CHF | 2.28 CHF | 96,000 | 96,000 | 96,275 | 96,275 | 217,221 CHF | 219,147 CHF | 100.00% | 100.00% |
19/11/2024 | 0.85% | 2.30 CHF | 2.32 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 228,742 CHF | 230,700 CHF | 99.87% | 99.87% |
18/11/2024 | 0.85% | 2.33 CHF | 2.35 CHF | 98,000 | 98,000 | 97,902 | 97,902 | 228,439 CHF | 230,398 CHF | 100.00% | 100.00% |
15/11/2024 | 0.93% | 2.32 CHF | 2.34 CHF | 97,000 | 97,000 | 94,153 | 94,153 | 201,129 CHF | 203,012 CHF | 100.00% | 100.00% |
14/11/2024 | 1.06% | 1.87 CHF | 1.89 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 168,897 CHF | 170,693 CHF | 100.00% | 100.00% |
13/11/2024 | 1.04% | 1.88 CHF | 1.90 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 173,743 CHF | 175,553 CHF | 100.00% | 100.00% |
12/11/2024 | 1.07% | 1.85 CHF | 1.87 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 166,396 CHF | 168,186 CHF | 99.89% | 99.89% |
11/11/2024 | 1.05% | 1.91 CHF | 1.93 CHF | 90,000 | 90,000 | 90,078 | 90,078 | 170,588 CHF | 172,389 CHF | 100.00% | 100.00% |
08/11/2024 | 1.01% | 1.95 CHF | 1.97 CHF | 91,000 | 91,000 | 91,382 | 91,382 | 180,919 CHF | 182,747 CHF | 98.92% | 98.92% |