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 | 0.72% | 2.63 CHF | 2.64 CHF | 126,000 | 126,000 | 44,350 | 44,350 | 113,208 CHF | 113,820 CHF | 99.79% | 99.79% |
19/11/2024 | 0.72% | 2.46 CHF | 2.47 CHF | 130,000 | 130,000 | 45,125 | 45,125 | 110,973 CHF | 111,593 CHF | 100.00% | 100.00% |
18/11/2024 | 0.71% | 2.52 CHF | 2.53 CHF | 128,000 | 128,000 | 44,553 | 44,553 | 112,668 CHF | 113,280 CHF | 99.91% | 99.91% |
15/11/2024 | 0.69% | 2.55 CHF | 2.56 CHF | 128,000 | 128,000 | 43,878 | 43,878 | 113,604 CHF | 114,206 CHF | 100.00% | 100.00% |
14/11/2024 | 0.69% | 2.70 CHF | 2.71 CHF | 124,000 | 124,000 | 42,438 | 42,438 | 111,989 CHF | 112,566 CHF | 100.00% | 100.00% |
13/11/2024 | 0.70% | 2.59 CHF | 2.60 CHF | 126,000 | 126,000 | 44,146 | 44,146 | 114,091 CHF | 114,699 CHF | 100.00% | 100.00% |
12/11/2024 | 0.68% | 2.61 CHF | 2.62 CHF | 126,000 | 126,000 | 43,798 | 43,798 | 114,939 CHF | 115,539 CHF | 100.00% | 100.00% |
11/11/2024 | 0.68% | 2.76 CHF | 2.77 CHF | 124,000 | 124,000 | 43,146 | 43,146 | 116,662 CHF | 117,253 CHF | 99.78% | 99.78% |
08/11/2024 | 1.11% | 2.69 CHF | 2.70 CHF | 126,000 | 126,000 | 35,279 | 35,279 | 92,712 CHF | 93,256 CHF | 99.21% | 99.21% |
07/11/2024 | 0.61% | 3.04 CHF | 3.05 CHF | 118,000 | 118,000 | 41,176 | 41,176 | 123,392 CHF | 123,957 CHF | 99.85% | 99.85% |