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% | 2.53 CHF | 2.54 CHF | 110,000 | 110,000 | 107,596 | 107,596 | 269,589 CHF | 270,665 CHF | 99.47% | 99.47% |
19/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 106,000 | 106,000 | 104,329 | 104,329 | 251,941 CHF | 252,984 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 238,708 CHF | 239,723 CHF | 100.00% | 100.00% |
15/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 237,188 CHF | 238,201 CHF | 100.00% | 100.00% |
14/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 102,000 | 102,000 | 101,976 | 101,976 | 241,472 CHF | 242,492 CHF | 99.33% | 99.33% |
13/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 104,000 | 104,000 | 102,066 | 102,066 | 241,278 CHF | 242,299 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 2.33 CHF | 2.34 CHF | 102,000 | 102,000 | 97,894 | 97,894 | 222,967 CHF | 223,948 CHF | 100.00% | 100.00% |
11/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 100,000 | 100,000 | 99,372 | 99,372 | 227,870 CHF | 228,864 CHF | 99.24% | 99.24% |
08/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 100,000 | 100,000 | 99,273 | 99,273 | 227,697 CHF | 228,690 CHF | 100.00% | 100.00% |
07/11/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 96,000 | 96,000 | 97,353 | 97,353 | 220,608 CHF | 221,582 CHF | 99.40% | 99.40% |