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 | 0.36% | 2.83 CHF | 2.84 CHF | 110,000 | 110,000 | 107,595 | 107,595 | 301,700 CHF | 302,776 CHF | 99.47% | 99.47% |
19/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 106,000 | 106,000 | 104,329 | 104,329 | 283,015 CHF | 284,058 CHF | 100.00% | 100.00% |
18/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 102,000 | 102,000 | 101,503 | 101,503 | 268,883 CHF | 269,898 CHF | 100.00% | 100.00% |
15/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 102,000 | 102,000 | 101,238 | 101,238 | 267,391 CHF | 268,403 CHF | 100.00% | 100.00% |
14/11/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 102,000 | 102,000 | 101,976 | 101,976 | 271,920 CHF | 272,940 CHF | 99.39% | 99.39% |
13/11/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 104,000 | 104,000 | 102,066 | 102,066 | 271,712 CHF | 272,733 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 2.63 CHF | 2.64 CHF | 102,000 | 102,000 | 97,893 | 97,893 | 252,100 CHF | 253,081 CHF | 100.00% | 100.00% |
11/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 100,000 | 100,000 | 99,372 | 99,372 | 257,562 CHF | 258,556 CHF | 99.24% | 99.24% |
08/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 100,000 | 100,000 | 99,273 | 99,273 | 257,334 CHF | 258,327 CHF | 100.00% | 100.00% |
07/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 96,000 | 96,000 | 97,353 | 97,353 | 249,757 CHF | 250,731 CHF | 99.40% | 99.40% |