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 | 0.38% | 2.63 CHF | 2.64 CHF | 110,000 | 110,000 | 107,597 | 107,597 | 279,616 CHF | 280,692 CHF | 99.47% | 99.47% |
19/11/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 106,000 | 106,000 | 104,329 | 104,329 | 261,613 CHF | 262,657 CHF | 100.00% | 100.00% |
18/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 248,162 CHF | 249,177 CHF | 100.00% | 100.00% |
15/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 246,650 CHF | 247,662 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 102,000 | 102,000 | 101,976 | 101,976 | 250,965 CHF | 251,985 CHF | 99.33% | 99.33% |
13/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 104,000 | 104,000 | 102,067 | 102,067 | 250,882 CHF | 251,903 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 2.43 CHF | 2.44 CHF | 102,000 | 102,000 | 97,894 | 97,894 | 232,151 CHF | 233,132 CHF | 100.00% | 100.00% |
11/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 100,000 | 100,000 | 99,371 | 99,371 | 237,235 CHF | 238,229 CHF | 99.24% | 99.24% |
08/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 100,000 | 100,000 | 99,272 | 99,272 | 237,057 CHF | 238,049 CHF | 100.00% | 100.00% |
07/11/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 96,000 | 96,000 | 97,353 | 97,353 | 229,782 CHF | 230,756 CHF | 99.40% | 99.40% |