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 | 0.41% | 2.42 CHF | 2.43 CHF | 164,000 | 164,000 | 79,373 | 79,373 | 197,409 CHF | 198,204 CHF | 99.89% | 99.89% |
19/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 164,000 | 164,000 | 80,055 | 80,055 | 197,147 CHF | 197,949 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 2.54 CHF | 2.55 CHF | 162,000 | 162,000 | 78,601 | 78,601 | 192,897 CHF | 193,685 CHF | 99.85% | 99.85% |
15/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 166,000 | 166,000 | 80,588 | 80,588 | 194,867 CHF | 195,675 CHF | 99.99% | 99.99% |
14/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 162,000 | 162,000 | 77,114 | 77,114 | 198,368 CHF | 199,140 CHF | 100.00% | 100.00% |
13/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 160,000 | 160,000 | 77,553 | 77,553 | 207,260 CHF | 208,037 CHF | 100.00% | 100.00% |
12/11/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 158,000 | 158,000 | 75,065 | 75,065 | 209,495 CHF | 210,247 CHF | 100.00% | 100.00% |
11/11/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 154,000 | 154,000 | 74,339 | 74,339 | 211,902 CHF | 212,646 CHF | 100.00% | 100.00% |
08/11/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 154,000 | 154,000 | 73,247 | 73,247 | 215,009 CHF | 215,743 CHF | 99.85% | 99.85% |
07/11/2024 | 0.36% | 2.88 CHF | 2.89 CHF | 154,000 | 154,000 | 75,660 | 75,660 | 214,384 CHF | 215,144 CHF | 100.00% | 100.00% |