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 | 0.36% | 2.77 CHF | 2.78 CHF | 110,000 | 110,000 | 107,596 | 107,596 | 294,685 CHF | 295,761 CHF | 99.47% | 99.47% |
19/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 106,000 | 106,000 | 104,329 | 104,329 | 276,258 CHF | 277,301 CHF | 100.00% | 100.00% |
18/11/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 262,422 CHF | 263,437 CHF | 100.00% | 100.00% |
15/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 260,930 CHF | 261,942 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 102,000 | 102,000 | 101,976 | 101,976 | 265,340 CHF | 266,359 CHF | 99.33% | 99.33% |
13/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 104,000 | 104,000 | 102,067 | 102,067 | 265,255 CHF | 266,276 CHF | 100.00% | 100.00% |
12/11/2024 | 0.41% | 2.57 CHF | 2.58 CHF | 102,000 | 102,000 | 97,893 | 97,893 | 245,933 CHF | 246,914 CHF | 100.00% | 100.00% |
11/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 100,000 | 100,000 | 99,372 | 99,372 | 251,218 CHF | 252,212 CHF | 99.24% | 99.24% |
08/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 100,000 | 100,000 | 99,273 | 99,273 | 251,096 CHF | 252,089 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 96,000 | 96,000 | 97,353 | 97,353 | 243,617 CHF | 244,591 CHF | 99.40% | 99.40% |