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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.39% | 2.69 CHF | 2.70 CHF | 160,000 | 160,000 | 78,011 | 78,011 | 206,913 CHF | 207,696 CHF | 100.00% | 100.00% |
22/11/2024 | 0.82% | 2.58 CHF | 2.59 CHF | 162,000 | 162,000 | 52,562 | 52,562 | 134,965 CHF | 135,553 CHF | 100.00% | 100.00% |
20/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 164,000 | 164,000 | 79,382 | 79,382 | 205,442 CHF | 206,238 CHF | 99.90% | 99.90% |
19/11/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 164,000 | 164,000 | 80,055 | 80,055 | 205,199 CHF | 206,001 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 2.64 CHF | 2.65 CHF | 162,000 | 162,000 | 78,612 | 78,612 | 200,831 CHF | 201,618 CHF | 99.86% | 99.86% |
15/11/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 166,000 | 166,000 | 80,588 | 80,588 | 202,991 CHF | 203,798 CHF | 99.99% | 99.99% |
14/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 162,000 | 162,000 | 77,114 | 77,114 | 206,144 CHF | 206,916 CHF | 100.00% | 100.00% |
13/11/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 160,000 | 160,000 | 77,554 | 77,554 | 215,033 CHF | 215,809 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 158,000 | 158,000 | 75,066 | 75,066 | 217,009 CHF | 217,761 CHF | 100.00% | 100.00% |
11/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 154,000 | 154,000 | 74,338 | 74,338 | 219,323 CHF | 220,067 CHF | 100.00% | 100.00% |