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 | 0.51% | 1.94 CHF | 1.95 CHF | 117,100 | 117,100 | 114,998 | 114,998 | 224,614 CHF | 225,764 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 113,700 | 113,700 | 118,823 | 118,823 | 240,208 CHF | 241,397 CHF | 100.00% | 100.00% |
18/11/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 122,200 | 122,200 | 121,959 | 121,959 | 234,014 CHF | 235,234 CHF | 100.00% | 100.00% |
15/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 121,900 | 121,900 | 123,002 | 123,002 | 232,740 CHF | 233,970 CHF | 98.67% | 98.67% |
14/11/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 123,800 | 123,800 | 115,740 | 115,740 | 216,659 CHF | 217,816 CHF | 99.79% | 99.79% |
13/11/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 110,500 | 110,500 | 109,419 | 109,419 | 224,293 CHF | 225,388 CHF | 100.00% | 100.00% |
12/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 108,700 | 108,700 | 107,438 | 107,438 | 223,991 CHF | 225,066 CHF | 100.00% | 100.00% |
11/11/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 106,600 | 106,600 | 98,904 | 98,904 | 213,218 CHF | 214,207 CHF | 100.00% | 100.00% |
08/11/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 93,900 | 93,900 | 96,370 | 96,370 | 231,667 CHF | 232,631 CHF | 100.00% | 100.00% |
07/11/2024 | 0.43% | 2.41 CHF | 2.42 CHF | 98,000 | 98,000 | 99,209 | 99,209 | 230,318 CHF | 231,310 CHF | 100.00% | 100.00% |