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 | 0.48% | 2.01 CHF | 2.02 CHF | 108,000 | 108,000 | 107,012 | 107,012 | 221,236 CHF | 222,306 CHF | 99.28% | 99.28% |
19/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 108,000 | 108,000 | 107,275 | 107,275 | 221,001 CHF | 222,074 CHF | 99.99% | 99.99% |
18/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 104,000 | 104,000 | 104,488 | 104,488 | 221,161 CHF | 222,206 CHF | 99.89% | 99.89% |
15/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 221,198 CHF | 222,274 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 108,000 | 108,000 | 107,548 | 107,548 | 218,855 CHF | 219,930 CHF | 98.52% | 98.52% |
13/11/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 108,000 | 108,000 | 107,569 | 107,569 | 217,465 CHF | 218,541 CHF | 99.98% | 99.98% |
12/11/2024 | 0.48% | 2.00 CHF | 2.01 CHF | 108,000 | 108,000 | 107,551 | 107,551 | 222,332 CHF | 223,407 CHF | 99.13% | 99.13% |
11/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 104,000 | 104,000 | 106,443 | 106,443 | 223,761 CHF | 224,826 CHF | 100.00% | 100.00% |
08/11/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 108,000 | 108,000 | 107,550 | 107,550 | 222,558 CHF | 223,634 CHF | 99.04% | 99.04% |
07/11/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 104,000 | 104,000 | 103,571 | 103,571 | 221,215 CHF | 222,251 CHF | 100.00% | 100.00% |