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 | 0.47% | 2.13 CHF | 2.14 CHF | 75,000 | 75,000 | 74,371 | 74,371 | 159,817 CHF | 160,562 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 76,000 | 76,000 | 75,235 | 75,235 | 156,940 CHF | 157,693 CHF | 98.73% | 98.73% |
18/11/2024 | 0.51% | 2.09 CHF | 2.10 CHF | 76,000 | 76,000 | 76,916 | 76,916 | 151,879 CHF | 152,649 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 77,000 | 77,000 | 77,462 | 77,462 | 155,563 CHF | 156,338 CHF | 70.90% | 70.90% |
14/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 76,000 | 76,000 | 75,595 | 75,595 | 156,622 CHF | 157,379 CHF | 100.00% | 100.00% |
13/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 77,000 | 77,000 | 76,525 | 76,525 | 153,659 CHF | 154,425 CHF | 99.82% | 99.82% |
12/11/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 78,000 | 78,000 | 76,353 | 76,353 | 155,037 CHF | 155,801 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 1.99 CHF | 2.00 CHF | 78,000 | 78,000 | 75,846 | 75,846 | 158,071 CHF | 158,831 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 2.17 CHF | 2.18 CHF | 76,000 | 76,000 | 74,450 | 74,450 | 166,643 CHF | 167,388 CHF | 100.00% | 100.00% |
07/11/2024 | 0.45% | 2.32 CHF | 2.33 CHF | 74,000 | 74,000 | 74,406 | 74,406 | 167,905 CHF | 168,650 CHF | 100.00% | 100.00% |