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 | 0.74% | 2.58 CHF | 2.59 CHF | 126,000 | 126,000 | 44,347 | 44,347 | 110,645 CHF | 111,257 CHF | 99.78% | 99.78% |
19/11/2024 | 0.74% | 2.41 CHF | 2.42 CHF | 130,000 | 130,000 | 45,125 | 45,125 | 108,408 CHF | 109,028 CHF | 100.00% | 100.00% |
18/11/2024 | 0.72% | 2.46 CHF | 2.47 CHF | 128,000 | 128,000 | 44,549 | 44,549 | 110,111 CHF | 110,724 CHF | 99.91% | 99.91% |
15/11/2024 | 0.71% | 2.50 CHF | 2.51 CHF | 128,000 | 128,000 | 43,876 | 43,876 | 111,037 CHF | 111,639 CHF | 100.00% | 100.00% |
14/11/2024 | 0.71% | 2.64 CHF | 2.65 CHF | 124,000 | 124,000 | 42,400 | 42,400 | 109,410 CHF | 109,986 CHF | 100.00% | 100.00% |
13/11/2024 | 0.71% | 2.53 CHF | 2.54 CHF | 126,000 | 126,000 | 44,144 | 44,144 | 111,518 CHF | 112,126 CHF | 100.00% | 100.00% |
12/11/2024 | 0.69% | 2.55 CHF | 2.56 CHF | 126,000 | 126,000 | 43,801 | 43,801 | 112,399 CHF | 112,999 CHF | 100.00% | 100.00% |
11/11/2024 | 0.69% | 2.70 CHF | 2.71 CHF | 124,000 | 124,000 | 43,144 | 43,144 | 114,128 CHF | 114,720 CHF | 99.78% | 99.78% |
08/11/2024 | 1.14% | 2.63 CHF | 2.64 CHF | 126,000 | 126,000 | 35,219 | 35,219 | 90,547 CHF | 91,091 CHF | 99.04% | 99.04% |
07/11/2024 | 0.62% | 2.98 CHF | 2.99 CHF | 118,000 | 118,000 | 41,175 | 41,175 | 120,942 CHF | 121,507 CHF | 99.85% | 99.85% |