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 | 0.35% | 2.91 CHF | 2.92 CHF | 110,000 | 110,000 | 107,596 | 107,596 | 309,801 CHF | 310,877 CHF | 99.47% | 99.47% |
19/11/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 106,000 | 106,000 | 104,330 | 104,330 | 290,858 CHF | 291,902 CHF | 100.00% | 100.00% |
18/11/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 276,740 CHF | 277,755 CHF | 100.00% | 100.00% |
15/11/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 275,182 CHF | 276,194 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 102,000 | 102,000 | 101,976 | 101,976 | 279,727 CHF | 280,747 CHF | 99.33% | 99.33% |
13/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 104,000 | 104,000 | 102,067 | 102,067 | 279,612 CHF | 280,632 CHF | 100.00% | 100.00% |
12/11/2024 | 0.38% | 2.71 CHF | 2.72 CHF | 102,000 | 102,000 | 97,893 | 97,893 | 259,736 CHF | 260,717 CHF | 100.00% | 100.00% |
11/11/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 100,000 | 100,000 | 99,372 | 99,372 | 265,255 CHF | 266,249 CHF | 99.24% | 99.24% |
08/11/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 100,000 | 100,000 | 99,273 | 99,273 | 265,067 CHF | 266,060 CHF | 100.00% | 100.00% |
07/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 96,000 | 96,000 | 97,353 | 97,353 | 257,447 CHF | 258,421 CHF | 99.40% | 99.40% |