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 | 0.67% | 2.24 CHF | 2.25 CHF | 132,000 | 132,000 | 58,461 | 58,461 | 133,598 CHF | 134,359 CHF | 99.34% | 99.34% |
19/11/2024 | 0.67% | 2.29 CHF | 2.30 CHF | 131,000 | 131,000 | 58,579 | 58,579 | 134,221 CHF | 134,982 CHF | 100.00% | 100.00% |
18/11/2024 | 0.67% | 2.31 CHF | 2.32 CHF | 130,000 | 130,000 | 58,173 | 58,173 | 134,402 CHF | 135,159 CHF | 99.78% | 99.78% |
15/11/2024 | 0.67% | 2.32 CHF | 2.33 CHF | 130,000 | 130,000 | 58,102 | 58,102 | 134,527 CHF | 135,283 CHF | 100.00% | 100.00% |
14/11/2024 | 0.67% | 2.31 CHF | 2.32 CHF | 130,000 | 130,000 | 58,304 | 58,304 | 135,638 CHF | 136,398 CHF | 98.50% | 98.50% |
13/11/2024 | 0.65% | 2.31 CHF | 2.32 CHF | 130,000 | 130,000 | 57,754 | 57,754 | 135,832 CHF | 136,581 CHF | 99.80% | 99.80% |
12/11/2024 | 0.65% | 2.39 CHF | 2.40 CHF | 128,000 | 128,000 | 57,696 | 57,696 | 137,329 CHF | 138,078 CHF | 99.90% | 99.90% |
11/11/2024 | 0.66% | 2.40 CHF | 2.41 CHF | 128,000 | 128,000 | 57,768 | 57,768 | 137,256 CHF | 138,009 CHF | 99.90% | 99.90% |
08/11/2024 | 0.68% | 2.33 CHF | 2.34 CHF | 130,000 | 130,000 | 59,193 | 59,193 | 135,532 CHF | 136,300 CHF | 99.05% | 99.05% |
07/11/2024 | 0.67% | 2.26 CHF | 2.27 CHF | 133,000 | 133,000 | 59,035 | 59,035 | 134,942 CHF | 135,707 CHF | 100.00% | 100.00% |