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 | 0.41% | 2.41 CHF | 2.42 CHF | 108,000 | 108,000 | 109,133 | 109,133 | 266,755 CHF | 267,846 CHF | 100.00% | 100.00% |
22/11/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 112,000 | 112,000 | 112,684 | 112,684 | 283,121 CHF | 284,248 CHF | 100.00% | 100.00% |
20/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 110,000 | 110,000 | 107,595 | 107,595 | 260,213 CHF | 261,289 CHF | 99.47% | 99.47% |
19/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 106,000 | 106,000 | 104,329 | 104,329 | 242,766 CHF | 243,809 CHF | 100.00% | 100.00% |
18/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 229,679 CHF | 230,694 CHF | 100.00% | 100.00% |
15/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 228,189 CHF | 229,202 CHF | 100.00% | 100.00% |
14/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 102,000 | 102,000 | 101,976 | 101,976 | 232,410 CHF | 233,429 CHF | 99.34% | 99.34% |
13/11/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 104,000 | 104,000 | 102,066 | 102,066 | 232,211 CHF | 233,231 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 2.24 CHF | 2.25 CHF | 102,000 | 102,000 | 97,893 | 97,893 | 214,242 CHF | 215,223 CHF | 100.00% | 100.00% |
11/11/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 100,000 | 100,000 | 99,372 | 99,372 | 218,993 CHF | 219,986 CHF | 99.24% | 99.24% |