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 | 0.71% | 2.14 CHF | 2.15 CHF | 132,000 | 132,000 | 58,460 | 58,460 | 127,587 CHF | 128,347 CHF | 99.34% | 99.34% |
19/11/2024 | 0.70% | 2.19 CHF | 2.20 CHF | 131,000 | 131,000 | 58,579 | 58,579 | 128,205 CHF | 128,965 CHF | 100.00% | 100.00% |
18/11/2024 | 0.70% | 2.21 CHF | 2.22 CHF | 130,000 | 130,000 | 58,173 | 58,173 | 128,450 CHF | 129,207 CHF | 99.78% | 99.78% |
15/11/2024 | 0.70% | 2.22 CHF | 2.23 CHF | 130,000 | 130,000 | 58,102 | 58,102 | 128,445 CHF | 129,200 CHF | 100.00% | 100.00% |
14/11/2024 | 0.70% | 2.21 CHF | 2.22 CHF | 130,000 | 130,000 | 58,303 | 58,303 | 129,646 CHF | 130,406 CHF | 98.56% | 98.56% |
13/11/2024 | 0.68% | 2.21 CHF | 2.22 CHF | 130,000 | 130,000 | 57,751 | 57,751 | 129,824 CHF | 130,572 CHF | 99.80% | 99.80% |
12/11/2024 | 0.68% | 2.28 CHF | 2.29 CHF | 128,000 | 128,000 | 57,703 | 57,703 | 131,408 CHF | 132,156 CHF | 99.88% | 99.88% |
11/11/2024 | 0.69% | 2.29 CHF | 2.30 CHF | 128,000 | 128,000 | 57,768 | 57,768 | 131,342 CHF | 132,094 CHF | 99.90% | 99.90% |
08/11/2024 | 0.71% | 2.23 CHF | 2.24 CHF | 130,000 | 130,000 | 59,199 | 59,199 | 129,499 CHF | 130,266 CHF | 99.05% | 99.05% |
07/11/2024 | 0.70% | 2.16 CHF | 2.17 CHF | 133,000 | 133,000 | 59,007 | 59,007 | 128,856 CHF | 129,621 CHF | 100.00% | 100.00% |