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 | 0.45% | 2.30 CHF | 2.31 CHF | 77,700 | 77,700 | 76,651 | 76,651 | 173,614 CHF | 174,382 CHF | 100.00% | 100.00% |
19/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 77,640 | 77,640 | 76,724 | 76,724 | 174,671 CHF | 175,439 CHF | 98.94% | 98.94% |
18/11/2024 | 0.46% | 2.23 CHF | 2.24 CHF | 77,030 | 77,030 | 76,032 | 76,032 | 168,423 CHF | 169,184 CHF | 100.00% | 100.00% |
15/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 76,330 | 76,330 | 76,149 | 76,149 | 164,831 CHF | 165,592 CHF | 71.90% | 71.90% |
14/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 74,520 | 74,520 | 73,975 | 73,975 | 153,378 CHF | 154,118 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 74,090 | 74,090 | 73,233 | 73,233 | 147,972 CHF | 148,705 CHF | 98.59% | 98.59% |
12/11/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 74,230 | 74,230 | 73,328 | 73,328 | 148,861 CHF | 149,595 CHF | 99.69% | 99.69% |
11/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 73,310 | 73,310 | 72,680 | 72,680 | 143,604 CHF | 144,332 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 74,260 | 74,260 | 73,382 | 73,382 | 148,205 CHF | 148,940 CHF | 100.00% | 100.00% |
07/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 73,560 | 73,560 | 73,076 | 73,076 | 144,481 CHF | 145,212 CHF | 100.00% | 100.00% |