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 | 0.77% | 2.47 CHF | 2.48 CHF | 126,000 | 126,000 | 44,344 | 44,344 | 106,141 CHF | 106,753 CHF | 99.78% | 99.78% |
19/11/2024 | 0.77% | 2.31 CHF | 2.32 CHF | 130,000 | 130,000 | 45,128 | 45,128 | 103,841 CHF | 104,460 CHF | 100.00% | 100.00% |
18/11/2024 | 0.76% | 2.36 CHF | 2.37 CHF | 128,000 | 128,000 | 44,544 | 44,544 | 105,556 CHF | 106,169 CHF | 99.90% | 99.90% |
15/11/2024 | 0.74% | 2.39 CHF | 2.40 CHF | 128,000 | 128,000 | 43,876 | 43,876 | 106,582 CHF | 107,184 CHF | 100.00% | 100.00% |
14/11/2024 | 0.74% | 2.54 CHF | 2.55 CHF | 124,000 | 124,000 | 42,398 | 42,398 | 105,097 CHF | 105,673 CHF | 100.00% | 100.00% |
13/11/2024 | 0.74% | 2.43 CHF | 2.44 CHF | 126,000 | 126,000 | 44,148 | 44,148 | 107,076 CHF | 107,684 CHF | 100.00% | 100.00% |
12/11/2024 | 0.72% | 2.45 CHF | 2.46 CHF | 126,000 | 126,000 | 43,803 | 43,803 | 107,988 CHF | 108,588 CHF | 100.00% | 100.00% |
11/11/2024 | 0.72% | 2.60 CHF | 2.61 CHF | 124,000 | 124,000 | 43,142 | 43,142 | 109,785 CHF | 110,377 CHF | 99.77% | 99.77% |
08/11/2024 | 1.18% | 2.53 CHF | 2.54 CHF | 126,000 | 126,000 | 35,219 | 35,219 | 87,041 CHF | 87,585 CHF | 99.04% | 99.04% |
07/11/2024 | 0.65% | 2.88 CHF | 2.89 CHF | 118,000 | 118,000 | 41,181 | 41,181 | 116,851 CHF | 117,416 CHF | 99.85% | 99.85% |