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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.97% | 2.03 CHF | 2.05 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 195,835 CHF | 197,737 CHF | 100.00% | 100.00% |
20/11/2024 | 1.00% | 1.99 CHF | 2.01 CHF | 96,000 | 96,000 | 96,275 | 96,275 | 191,653 CHF | 193,578 CHF | 100.00% | 100.00% |
19/11/2024 | 1.04% | 1.95 CHF | 1.97 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 187,189 CHF | 189,147 CHF | 99.90% | 99.90% |
18/11/2024 | 1.04% | 1.91 CHF | 1.93 CHF | 98,000 | 98,000 | 97,903 | 97,903 | 187,537 CHF | 189,495 CHF | 100.00% | 100.00% |
15/11/2024 | 0.94% | 1.93 CHF | 1.95 CHF | 97,000 | 97,000 | 94,152 | 94,152 | 199,408 CHF | 201,291 CHF | 100.00% | 100.00% |
14/11/2024 | 0.84% | 2.39 CHF | 2.41 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 213,459 CHF | 215,255 CHF | 100.00% | 100.00% |
13/11/2024 | 0.85% | 2.38 CHF | 2.40 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 211,474 CHF | 213,283 CHF | 100.00% | 100.00% |
12/11/2024 | 0.83% | 2.41 CHF | 2.43 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 214,731 CHF | 216,520 CHF | 99.93% | 99.93% |
11/11/2024 | 0.84% | 2.35 CHF | 2.37 CHF | 90,000 | 90,000 | 90,078 | 90,078 | 213,210 CHF | 215,012 CHF | 100.00% | 100.00% |
08/11/2024 | 0.87% | 2.31 CHF | 2.33 CHF | 91,000 | 91,000 | 91,382 | 91,382 | 208,726 CHF | 210,554 CHF | 98.95% | 98.95% |