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 | 0.83% | 2.30 CHF | 2.31 CHF | 126,000 | 126,000 | 44,349 | 44,349 | 98,592 CHF | 99,204 CHF | 99.78% | 99.78% |
19/11/2024 | 0.84% | 2.14 CHF | 2.15 CHF | 130,000 | 130,000 | 45,125 | 45,125 | 96,144 CHF | 96,763 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 2.19 CHF | 2.20 CHF | 128,000 | 128,000 | 44,552 | 44,552 | 97,953 CHF | 98,565 CHF | 99.91% | 99.91% |
15/11/2024 | 0.79% | 2.22 CHF | 2.23 CHF | 128,000 | 128,000 | 43,878 | 43,878 | 99,075 CHF | 99,677 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 2.37 CHF | 2.38 CHF | 124,000 | 124,000 | 42,398 | 42,398 | 97,854 CHF | 98,431 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 2.26 CHF | 2.27 CHF | 126,000 | 126,000 | 44,145 | 44,145 | 99,565 CHF | 100,173 CHF | 100.00% | 100.00% |
12/11/2024 | 0.77% | 2.28 CHF | 2.29 CHF | 126,000 | 126,000 | 43,798 | 43,798 | 100,551 CHF | 101,151 CHF | 100.00% | 100.00% |
11/11/2024 | 0.77% | 2.43 CHF | 2.44 CHF | 124,000 | 124,000 | 43,145 | 43,145 | 102,514 CHF | 103,106 CHF | 99.78% | 99.78% |
08/11/2024 | 1.26% | 2.37 CHF | 2.38 CHF | 126,000 | 126,000 | 35,279 | 35,279 | 81,264 CHF | 81,808 CHF | 99.21% | 99.21% |
07/11/2024 | 0.69% | 2.72 CHF | 2.73 CHF | 118,000 | 118,000 | 41,177 | 41,177 | 110,023 CHF | 110,589 CHF | 99.85% | 99.85% |