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 | 0.94% | 2.05 CHF | 2.06 CHF | 126,000 | 126,000 | 44,347 | 44,347 | 87,357 CHF | 87,969 CHF | 99.78% | 99.78% |
19/11/2024 | 0.95% | 1.88 CHF | 1.89 CHF | 130,000 | 130,000 | 45,125 | 45,125 | 84,765 CHF | 85,385 CHF | 100.00% | 100.00% |
18/11/2024 | 0.92% | 1.93 CHF | 1.94 CHF | 128,000 | 128,000 | 44,549 | 44,549 | 86,667 CHF | 87,280 CHF | 99.91% | 99.91% |
15/11/2024 | 0.89% | 1.97 CHF | 1.98 CHF | 128,000 | 128,000 | 43,877 | 43,877 | 87,916 CHF | 88,518 CHF | 100.00% | 100.00% |
14/11/2024 | 0.89% | 2.11 CHF | 2.12 CHF | 124,000 | 124,000 | 42,439 | 42,439 | 87,173 CHF | 87,750 CHF | 100.00% | 100.00% |
13/11/2024 | 0.90% | 2.01 CHF | 2.02 CHF | 126,000 | 126,000 | 44,148 | 44,148 | 88,441 CHF | 89,049 CHF | 100.00% | 100.00% |
12/11/2024 | 0.87% | 2.02 CHF | 2.03 CHF | 126,000 | 126,000 | 43,804 | 43,804 | 89,526 CHF | 90,126 CHF | 100.00% | 100.00% |
11/11/2024 | 0.86% | 2.18 CHF | 2.19 CHF | 124,000 | 124,000 | 43,144 | 43,144 | 91,645 CHF | 92,237 CHF | 99.78% | 99.78% |
08/11/2024 | 1.40% | 2.12 CHF | 2.13 CHF | 126,000 | 126,000 | 35,234 | 35,234 | 72,368 CHF | 72,912 CHF | 99.07% | 99.07% |
07/11/2024 | 0.76% | 2.46 CHF | 2.47 CHF | 118,000 | 118,000 | 41,181 | 41,181 | 99,656 CHF | 100,222 CHF | 99.85% | 99.85% |