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% | 2.14 CHF | 2.15 CHF | 88,000 | 88,000 | 39,017 | 39,017 | 89,010 CHF | 89,401 CHF | 99.90% | 99.90% |
19/11/2024 | 0.47% | 2.32 CHF | 2.33 CHF | 96,700 | 96,700 | 43,389 | 43,389 | 94,751 CHF | 95,185 CHF | 100.00% | 100.00% |
18/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 92,200 | 92,200 | 41,090 | 41,090 | 97,803 CHF | 98,215 CHF | 99.90% | 99.90% |
15/11/2024 | 0.59% | 2.48 CHF | 2.49 CHF | 63,900 | 63,900 | 27,575 | 27,575 | 79,544 CHF | 79,959 CHF | 99.69% | 99.69% |
14/11/2024 | 0.55% | 3.41 CHF | 3.43 CHF | 56,200 | 56,200 | 24,473 | 24,473 | 89,148 CHF | 89,639 CHF | 99.54% | 99.54% |
13/11/2024 | 0.58% | 3.45 CHF | 3.46 CHF | 65,600 | 65,600 | 29,506 | 29,506 | 94,618 CHF | 95,065 CHF | 99.74% | 99.74% |
12/11/2024 | 0.62% | 2.83 CHF | 2.84 CHF | 71,900 | 71,900 | 32,099 | 32,099 | 92,907 CHF | 93,393 CHF | 100.00% | 100.00% |
11/11/2024 | 0.58% | 2.90 CHF | 2.91 CHF | 68,400 | 68,400 | 30,330 | 30,330 | 91,754 CHF | 92,212 CHF | 100.00% | 100.00% |
08/11/2024 | 0.57% | 3.09 CHF | 3.10 CHF | 64,000 | 64,000 | 28,562 | 28,562 | 89,301 CHF | 89,733 CHF | 100.00% | 100.00% |
07/11/2024 | 0.61% | 3.29 CHF | 3.30 CHF | 70,200 | 70,200 | 31,383 | 31,383 | 96,759 CHF | 97,233 CHF | 99.33% | 99.33% |