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% | 2.24 CHF | 2.25 CHF | 108,000 | 108,000 | 107,014 | 107,014 | 245,711 CHF | 246,782 CHF | 99.43% | 99.43% |
19/11/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 108,000 | 108,000 | 107,275 | 107,275 | 245,283 CHF | 246,355 CHF | 100.00% | 100.00% |
18/11/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 104,000 | 104,000 | 104,489 | 104,489 | 245,129 CHF | 246,174 CHF | 99.88% | 99.88% |
15/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 245,913 CHF | 246,989 CHF | 100.00% | 100.00% |
14/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 108,000 | 108,000 | 107,548 | 107,548 | 243,536 CHF | 244,611 CHF | 98.60% | 98.60% |
13/11/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 108,000 | 108,000 | 107,569 | 107,569 | 242,145 CHF | 243,220 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 2.23 CHF | 2.24 CHF | 108,000 | 108,000 | 107,553 | 107,553 | 246,755 CHF | 247,831 CHF | 99.36% | 99.36% |
11/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 104,000 | 104,000 | 106,442 | 106,442 | 247,956 CHF | 249,020 CHF | 100.00% | 100.00% |
08/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 108,000 | 108,000 | 107,550 | 107,550 | 247,306 CHF | 248,382 CHF | 99.05% | 99.05% |
07/11/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 104,000 | 104,000 | 103,571 | 103,571 | 245,140 CHF | 246,176 CHF | 100.00% | 100.00% |