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 | 0.51% | 1.90 CHF | 1.91 CHF | 108,000 | 108,000 | 107,013 | 107,013 | 209,488 CHF | 210,558 CHF | 99.43% | 99.43% |
19/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 108,000 | 108,000 | 107,275 | 107,275 | 209,000 CHF | 210,072 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 104,000 | 104,000 | 104,489 | 104,489 | 209,447 CHF | 210,492 CHF | 99.88% | 99.88% |
15/11/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 209,336 CHF | 210,412 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 108,000 | 108,000 | 107,548 | 107,548 | 207,023 CHF | 208,098 CHF | 98.53% | 98.53% |
13/11/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 108,000 | 108,000 | 107,569 | 107,569 | 205,618 CHF | 206,694 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 1.89 CHF | 1.90 CHF | 108,000 | 108,000 | 107,552 | 107,552 | 210,272 CHF | 211,347 CHF | 99.36% | 99.36% |
11/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 104,000 | 104,000 | 106,444 | 106,444 | 211,794 CHF | 212,859 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 108,000 | 108,000 | 107,550 | 107,550 | 210,683 CHF | 211,758 CHF | 99.05% | 99.05% |
07/11/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 104,000 | 104,000 | 103,571 | 103,571 | 209,747 CHF | 210,783 CHF | 100.00% | 100.00% |