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% | 2.16 CHF | 2.17 CHF | 108,000 | 108,000 | 107,013 | 107,013 | 237,712 CHF | 238,782 CHF | 99.29% | 99.29% |
19/11/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 108,000 | 108,000 | 107,275 | 107,275 | 237,259 CHF | 238,332 CHF | 100.00% | 100.00% |
18/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 104,000 | 104,000 | 104,489 | 104,489 | 237,317 CHF | 238,362 CHF | 99.89% | 99.89% |
15/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 237,834 CHF | 238,910 CHF | 100.00% | 100.00% |
14/11/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 108,000 | 108,000 | 107,548 | 107,548 | 235,509 CHF | 236,585 CHF | 98.65% | 98.65% |
13/11/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 108,000 | 108,000 | 107,569 | 107,569 | 234,129 CHF | 235,204 CHF | 99.99% | 99.99% |
12/11/2024 | 0.45% | 2.16 CHF | 2.17 CHF | 108,000 | 108,000 | 107,552 | 107,552 | 238,707 CHF | 239,783 CHF | 99.13% | 99.13% |
11/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 104,000 | 104,000 | 106,443 | 106,443 | 240,177 CHF | 241,241 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 108,000 | 108,000 | 107,550 | 107,550 | 239,178 CHF | 240,254 CHF | 99.04% | 99.04% |
07/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 104,000 | 104,000 | 103,571 | 103,571 | 237,356 CHF | 238,392 CHF | 100.00% | 100.00% |