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 | 0.44% | 2.22 CHF | 2.23 CHF | 108,000 | 108,000 | 107,012 | 107,012 | 243,979 CHF | 245,049 CHF | 99.28% | 99.28% |
19/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 108,000 | 108,000 | 107,275 | 107,275 | 243,525 CHF | 244,598 CHF | 99.98% | 99.98% |
18/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 104,000 | 104,000 | 104,488 | 104,488 | 243,435 CHF | 244,479 CHF | 99.89% | 99.89% |
15/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 244,152 CHF | 245,227 CHF | 100.00% | 100.00% |
14/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 108,000 | 108,000 | 107,548 | 107,548 | 241,814 CHF | 242,890 CHF | 98.60% | 98.60% |
13/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 108,000 | 108,000 | 107,569 | 107,569 | 240,461 CHF | 241,537 CHF | 99.98% | 99.98% |
12/11/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 108,000 | 108,000 | 107,552 | 107,552 | 244,987 CHF | 246,062 CHF | 99.13% | 99.13% |
11/11/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 104,000 | 104,000 | 106,443 | 106,443 | 246,191 CHF | 247,256 CHF | 100.00% | 100.00% |
08/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 108,000 | 108,000 | 107,550 | 107,550 | 245,513 CHF | 246,588 CHF | 99.04% | 99.04% |
07/11/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 104,000 | 104,000 | 103,571 | 103,571 | 243,452 CHF | 244,487 CHF | 100.00% | 100.00% |