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 | 0.74% | 2.04 CHF | 2.05 CHF | 132,000 | 132,000 | 58,458 | 58,458 | 121,704 CHF | 122,464 CHF | 99.34% | 99.34% |
19/11/2024 | 0.74% | 2.09 CHF | 2.10 CHF | 131,000 | 131,000 | 58,565 | 58,565 | 122,311 CHF | 123,072 CHF | 100.00% | 100.00% |
18/11/2024 | 0.73% | 2.11 CHF | 2.12 CHF | 130,000 | 130,000 | 58,172 | 58,172 | 122,605 CHF | 123,362 CHF | 99.78% | 99.78% |
15/11/2024 | 0.74% | 2.12 CHF | 2.13 CHF | 130,000 | 130,000 | 58,117 | 58,117 | 122,633 CHF | 123,389 CHF | 100.00% | 100.00% |
14/11/2024 | 0.73% | 2.11 CHF | 2.12 CHF | 130,000 | 130,000 | 58,300 | 58,300 | 123,755 CHF | 124,515 CHF | 98.59% | 98.59% |
13/11/2024 | 0.71% | 2.11 CHF | 2.12 CHF | 130,000 | 130,000 | 57,750 | 57,750 | 124,036 CHF | 124,785 CHF | 99.80% | 99.80% |
12/11/2024 | 0.71% | 2.18 CHF | 2.19 CHF | 128,000 | 128,000 | 57,699 | 57,699 | 125,626 CHF | 126,375 CHF | 99.90% | 99.90% |
11/11/2024 | 0.72% | 2.19 CHF | 2.20 CHF | 128,000 | 128,000 | 57,763 | 57,763 | 125,573 CHF | 126,325 CHF | 99.90% | 99.90% |
08/11/2024 | 0.74% | 2.13 CHF | 2.14 CHF | 130,000 | 130,000 | 59,195 | 59,195 | 123,668 CHF | 124,436 CHF | 99.05% | 99.05% |
07/11/2024 | 0.74% | 2.06 CHF | 2.07 CHF | 133,000 | 133,000 | 59,032 | 59,032 | 123,081 CHF | 123,846 CHF | 100.00% | 100.00% |