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 | 0.40% | 2.48 CHF | 2.49 CHF | 164,000 | 164,000 | 79,374 | 79,374 | 201,818 CHF | 202,614 CHF | 99.89% | 99.89% |
19/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 164,000 | 164,000 | 80,050 | 80,050 | 201,528 CHF | 202,330 CHF | 100.00% | 100.00% |
18/11/2024 | 0.41% | 2.60 CHF | 2.61 CHF | 162,000 | 162,000 | 78,599 | 78,599 | 197,251 CHF | 198,038 CHF | 99.85% | 99.85% |
15/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 166,000 | 166,000 | 80,588 | 80,588 | 199,322 CHF | 200,129 CHF | 99.99% | 99.99% |
14/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 162,000 | 162,000 | 77,112 | 77,112 | 202,628 CHF | 203,401 CHF | 100.00% | 100.00% |
13/11/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 160,000 | 160,000 | 77,561 | 77,561 | 211,616 CHF | 212,393 CHF | 100.00% | 100.00% |
12/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 158,000 | 158,000 | 75,068 | 75,068 | 213,716 CHF | 214,467 CHF | 100.00% | 100.00% |
11/11/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 154,000 | 154,000 | 74,335 | 74,335 | 216,074 CHF | 216,818 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 154,000 | 154,000 | 73,247 | 73,247 | 219,049 CHF | 219,782 CHF | 99.85% | 99.85% |
07/11/2024 | 0.36% | 2.93 CHF | 2.94 CHF | 154,000 | 154,000 | 75,661 | 75,661 | 218,595 CHF | 219,354 CHF | 100.00% | 100.00% |