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 | 0.47% | 2.01 CHF | 2.02 CHF | 72,000 | 72,000 | 72,965 | 72,965 | 154,660 CHF | 155,390 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 73,600 | 73,600 | 70,591 | 70,591 | 146,801 CHF | 147,507 CHF | 100.00% | 100.00% |
18/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 68,600 | 68,600 | 66,549 | 66,549 | 147,562 CHF | 148,227 CHF | 100.00% | 100.00% |
15/11/2024 | 0.43% | 2.22 CHF | 2.23 CHF | 65,200 | 65,200 | 66,823 | 66,823 | 154,947 CHF | 155,615 CHF | 100.00% | 100.00% |
14/11/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 67,900 | 67,900 | 67,538 | 67,538 | 151,807 CHF | 152,482 CHF | 99.79% | 99.79% |
13/11/2024 | 0.44% | 2.14 CHF | 2.15 CHF | 67,300 | 67,300 | 68,991 | 68,991 | 156,428 CHF | 157,118 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 70,100 | 70,100 | 68,774 | 68,774 | 153,612 CHF | 154,299 CHF | 100.00% | 100.00% |
11/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 67,900 | 67,900 | 66,271 | 66,271 | 152,255 CHF | 152,917 CHF | 100.00% | 100.00% |
08/11/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 65,300 | 65,300 | 62,466 | 62,466 | 148,765 CHF | 149,389 CHF | 100.00% | 100.00% |
07/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 60,600 | 60,600 | 64,626 | 64,626 | 166,156 CHF | 166,802 CHF | 100.00% | 100.00% |