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 | 0.69% | 2.19 CHF | 2.20 CHF | 132,000 | 132,000 | 58,502 | 58,502 | 130,630 CHF | 131,391 CHF | 99.47% | 99.47% |
19/11/2024 | 0.69% | 2.24 CHF | 2.25 CHF | 131,000 | 131,000 | 58,566 | 58,566 | 131,114 CHF | 131,874 CHF | 100.00% | 100.00% |
18/11/2024 | 0.68% | 2.26 CHF | 2.27 CHF | 130,000 | 130,000 | 58,126 | 58,126 | 131,293 CHF | 132,050 CHF | 99.69% | 99.69% |
15/11/2024 | 0.69% | 2.27 CHF | 2.28 CHF | 130,000 | 130,000 | 58,118 | 58,118 | 131,426 CHF | 132,182 CHF | 100.00% | 100.00% |
14/11/2024 | 0.68% | 2.26 CHF | 2.27 CHF | 130,000 | 130,000 | 58,275 | 58,275 | 132,545 CHF | 133,305 CHF | 98.47% | 98.47% |
13/11/2024 | 0.67% | 2.26 CHF | 2.27 CHF | 130,000 | 130,000 | 57,517 | 57,517 | 132,171 CHF | 132,918 CHF | 98.99% | 98.99% |
12/11/2024 | 0.66% | 2.33 CHF | 2.34 CHF | 128,000 | 128,000 | 57,701 | 57,701 | 134,310 CHF | 135,059 CHF | 99.88% | 99.88% |
11/11/2024 | 0.67% | 2.34 CHF | 2.35 CHF | 128,000 | 128,000 | 57,764 | 57,764 | 134,229 CHF | 134,982 CHF | 99.90% | 99.90% |
08/11/2024 | 0.69% | 2.28 CHF | 2.29 CHF | 130,000 | 130,000 | 59,194 | 59,194 | 132,436 CHF | 133,203 CHF | 99.04% | 99.04% |
07/11/2024 | 0.69% | 2.21 CHF | 2.22 CHF | 133,000 | 133,000 | 59,051 | 59,051 | 131,892 CHF | 132,657 CHF | 99.92% | 99.92% |