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 | 0.88% | 2.20 CHF | 2.21 CHF | 126,000 | 126,000 | 44,342 | 44,342 | 93,898 CHF | 94,510 CHF | 99.78% | 99.78% |
19/11/2024 | 0.88% | 2.03 CHF | 2.04 CHF | 130,000 | 130,000 | 45,125 | 45,125 | 91,394 CHF | 92,014 CHF | 100.00% | 100.00% |
18/11/2024 | 0.85% | 2.08 CHF | 2.09 CHF | 128,000 | 128,000 | 44,542 | 44,542 | 93,234 CHF | 93,846 CHF | 99.90% | 99.90% |
15/11/2024 | 0.83% | 2.12 CHF | 2.13 CHF | 128,000 | 128,000 | 43,876 | 43,876 | 94,412 CHF | 95,014 CHF | 100.00% | 100.00% |
14/11/2024 | 0.83% | 2.26 CHF | 2.27 CHF | 124,000 | 124,000 | 42,398 | 42,398 | 93,398 CHF | 93,974 CHF | 100.00% | 100.00% |
13/11/2024 | 0.84% | 2.15 CHF | 2.16 CHF | 126,000 | 126,000 | 44,144 | 44,144 | 94,917 CHF | 95,526 CHF | 100.00% | 100.00% |
12/11/2024 | 0.81% | 2.17 CHF | 2.18 CHF | 126,000 | 126,000 | 43,803 | 43,803 | 95,952 CHF | 96,552 CHF | 100.00% | 100.00% |
11/11/2024 | 0.81% | 2.33 CHF | 2.34 CHF | 124,000 | 124,000 | 43,141 | 43,141 | 98,002 CHF | 98,594 CHF | 99.77% | 99.77% |
08/11/2024 | 1.32% | 2.26 CHF | 2.27 CHF | 126,000 | 126,000 | 35,280 | 35,280 | 77,615 CHF | 78,159 CHF | 99.21% | 99.21% |
07/11/2024 | 0.72% | 2.61 CHF | 2.62 CHF | 118,000 | 118,000 | 41,180 | 41,180 | 105,758 CHF | 106,323 CHF | 99.85% | 99.85% |