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 | 0.94% | 2.11 CHF | 2.13 CHF | 50,300 | 50,300 | 50,300 | 50,300 | 106,877 CHF | 107,883 CHF | 99.44% | 99.44% |
19/11/2024 | 0.93% | 2.18 CHF | 2.20 CHF | 50,300 | 50,300 | 51,612 | 51,612 | 110,600 CHF | 111,632 CHF | 98.77% | 98.77% |
18/11/2024 | 0.96% | 2.16 CHF | 2.18 CHF | 52,000 | 52,000 | 53,824 | 53,824 | 111,411 CHF | 112,488 CHF | 98.77% | 98.77% |
15/11/2024 | 1.00% | 1.97 CHF | 1.99 CHF | 54,400 | 54,400 | 55,691 | 55,691 | 110,583 CHF | 111,696 CHF | 100.00% | 100.00% |
14/11/2024 | 1.06% | 1.89 CHF | 1.91 CHF | 56,100 | 56,100 | 54,082 | 54,082 | 101,835 CHF | 102,916 CHF | 100.00% | 100.00% |
13/11/2024 | 1.01% | 1.92 CHF | 1.94 CHF | 53,500 | 53,500 | 52,354 | 52,354 | 102,843 CHF | 103,890 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 1.94 CHF | 1.96 CHF | 52,000 | 52,000 | 49,870 | 49,870 | 100,543 CHF | 101,541 CHF | 99.80% | 99.80% |
11/11/2024 | 0.89% | 2.11 CHF | 2.13 CHF | 49,300 | 49,300 | 47,633 | 47,633 | 106,128 CHF | 107,081 CHF | 99.73% | 99.73% |
08/11/2024 | 0.88% | 2.19 CHF | 2.21 CHF | 47,100 | 47,100 | 47,023 | 47,023 | 106,971 CHF | 107,911 CHF | 100.00% | 100.00% |
07/11/2024 | 0.87% | 2.38 CHF | 2.40 CHF | 47,000 | 47,000 | 48,603 | 48,603 | 111,511 CHF | 112,483 CHF | 99.96% | 99.96% |