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 | 0.91% | 2.16 CHF | 2.18 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 208,088 CHF | 209,990 CHF | 100.00% | 100.00% |
20/11/2024 | 0.94% | 2.12 CHF | 2.14 CHF | 96,000 | 96,000 | 96,275 | 96,275 | 203,926 CHF | 205,851 CHF | 100.00% | 100.00% |
19/11/2024 | 0.98% | 2.08 CHF | 2.10 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 199,593 CHF | 201,552 CHF | 99.89% | 99.89% |
18/11/2024 | 0.97% | 2.04 CHF | 2.06 CHF | 98,000 | 98,000 | 97,903 | 97,903 | 199,974 CHF | 201,932 CHF | 100.00% | 100.00% |
15/11/2024 | 0.89% | 2.06 CHF | 2.08 CHF | 97,000 | 97,000 | 94,153 | 94,153 | 211,590 CHF | 213,473 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 2.52 CHF | 2.54 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 225,360 CHF | 227,156 CHF | 100.00% | 100.00% |
13/11/2024 | 0.81% | 2.51 CHF | 2.53 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 223,414 CHF | 225,223 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 2.55 CHF | 2.57 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 226,591 CHF | 228,381 CHF | 99.93% | 99.93% |
11/11/2024 | 0.80% | 2.48 CHF | 2.50 CHF | 90,000 | 90,000 | 90,078 | 90,078 | 225,184 CHF | 226,985 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 2.44 CHF | 2.46 CHF | 91,000 | 91,000 | 91,382 | 91,382 | 220,727 CHF | 222,555 CHF | 98.94% | 98.94% |