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 | 0.43% | 2.27 CHF | 2.28 CHF | 108,000 | 108,000 | 107,012 | 107,012 | 249,956 CHF | 251,026 CHF | 99.31% | 99.31% |
19/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 108,000 | 108,000 | 107,275 | 107,275 | 249,531 CHF | 250,604 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 104,000 | 104,000 | 104,488 | 104,488 | 249,078 CHF | 250,123 CHF | 99.89% | 99.89% |
15/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 249,903 CHF | 250,979 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 108,000 | 108,000 | 107,548 | 107,548 | 247,573 CHF | 248,649 CHF | 98.68% | 98.68% |
13/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 108,000 | 108,000 | 107,569 | 107,569 | 246,193 CHF | 247,269 CHF | 99.97% | 99.97% |
12/11/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 108,000 | 108,000 | 107,552 | 107,552 | 251,042 CHF | 252,118 CHF | 99.13% | 99.13% |
11/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 104,000 | 104,000 | 106,444 | 106,444 | 252,198 CHF | 253,262 CHF | 100.00% | 100.00% |
08/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 108,000 | 108,000 | 107,550 | 107,550 | 251,292 CHF | 252,367 CHF | 99.04% | 99.04% |
07/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 104,000 | 104,000 | 103,571 | 103,571 | 249,053 CHF | 250,088 CHF | 100.00% | 100.00% |