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 | 0.72% | 2.08 CHF | 2.09 CHF | 132,000 | 132,000 | 58,464 | 58,464 | 124,295 CHF | 125,056 CHF | 99.38% | 99.38% |
19/11/2024 | 0.72% | 2.14 CHF | 2.15 CHF | 131,000 | 131,000 | 58,565 | 58,565 | 124,930 CHF | 125,690 CHF | 100.00% | 100.00% |
18/11/2024 | 0.72% | 2.15 CHF | 2.16 CHF | 130,000 | 130,000 | 58,133 | 58,133 | 125,028 CHF | 125,784 CHF | 99.75% | 99.75% |
15/11/2024 | 0.72% | 2.16 CHF | 2.17 CHF | 130,000 | 130,000 | 58,117 | 58,117 | 125,273 CHF | 126,029 CHF | 100.00% | 100.00% |
14/11/2024 | 0.72% | 2.15 CHF | 2.16 CHF | 130,000 | 130,000 | 58,194 | 58,194 | 126,083 CHF | 126,842 CHF | 98.47% | 98.47% |
13/11/2024 | 0.70% | 2.15 CHF | 2.16 CHF | 130,000 | 130,000 | 57,499 | 57,499 | 126,087 CHF | 126,834 CHF | 99.22% | 99.22% |
12/11/2024 | 0.70% | 2.23 CHF | 2.24 CHF | 128,000 | 128,000 | 57,704 | 57,704 | 128,229 CHF | 128,978 CHF | 99.88% | 99.88% |
11/11/2024 | 0.70% | 2.24 CHF | 2.25 CHF | 128,000 | 128,000 | 57,666 | 57,666 | 127,904 CHF | 128,656 CHF | 99.76% | 99.76% |
08/11/2024 | 0.73% | 2.17 CHF | 2.18 CHF | 130,000 | 130,000 | 59,197 | 59,197 | 126,237 CHF | 127,004 CHF | 99.04% | 99.04% |
07/11/2024 | 0.72% | 2.10 CHF | 2.11 CHF | 133,000 | 133,000 | 59,032 | 59,032 | 125,637 CHF | 126,402 CHF | 100.00% | 100.00% |