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 | 0.44% | 2.22 CHF | 2.23 CHF | 108,000 | 108,000 | 109,132 | 109,132 | 245,790 CHF | 246,881 CHF | 100.00% | 100.00% |
22/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 112,000 | 112,000 | 112,684 | 112,684 | 261,520 CHF | 262,647 CHF | 100.00% | 100.00% |
20/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 110,000 | 110,000 | 107,596 | 107,596 | 239,481 CHF | 240,557 CHF | 99.47% | 99.47% |
19/11/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 106,000 | 106,000 | 104,330 | 104,330 | 222,751 CHF | 223,794 CHF | 100.00% | 100.00% |
18/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 210,089 CHF | 211,104 CHF | 100.00% | 100.00% |
15/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 208,557 CHF | 209,570 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 102,000 | 102,000 | 101,977 | 101,977 | 212,807 CHF | 213,827 CHF | 99.39% | 99.39% |
13/11/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 104,000 | 104,000 | 102,066 | 102,066 | 212,526 CHF | 213,547 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 2.05 CHF | 2.06 CHF | 102,000 | 102,000 | 97,894 | 97,894 | 195,314 CHF | 196,295 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 99,371 | 99,371 | 199,890 CHF | 200,884 CHF | 99.24% | 99.24% |