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 | 0.37% | 2.74 CHF | 2.75 CHF | 110,000 | 110,000 | 107,595 | 107,595 | 291,297 CHF | 292,373 CHF | 99.47% | 99.47% |
19/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 106,000 | 106,000 | 104,329 | 104,329 | 272,945 CHF | 273,989 CHF | 100.00% | 100.00% |
18/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 259,127 CHF | 260,142 CHF | 100.00% | 100.00% |
15/11/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 102,000 | 102,000 | 101,237 | 101,237 | 257,558 CHF | 258,570 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 102,000 | 102,000 | 101,976 | 101,976 | 262,029 CHF | 263,049 CHF | 99.34% | 99.34% |
13/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 104,000 | 104,000 | 102,066 | 102,066 | 261,848 CHF | 262,868 CHF | 100.00% | 100.00% |
12/11/2024 | 0.41% | 2.53 CHF | 2.54 CHF | 102,000 | 102,000 | 97,893 | 97,893 | 242,651 CHF | 243,632 CHF | 100.00% | 100.00% |
11/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 100,000 | 100,000 | 99,372 | 99,372 | 247,881 CHF | 248,874 CHF | 99.24% | 99.24% |
08/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 100,000 | 100,000 | 99,272 | 99,272 | 247,706 CHF | 248,699 CHF | 100.00% | 100.00% |
07/11/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 96,000 | 96,000 | 97,353 | 97,353 | 240,277 CHF | 241,251 CHF | 99.40% | 99.40% |