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 | 0.79% | 2.48 CHF | 2.50 CHF | 96,000 | 96,000 | 95,101 | 95,101 | 238,321 CHF | 240,223 CHF | 100.00% | 100.00% |
20/11/2024 | 0.82% | 2.43 CHF | 2.45 CHF | 96,000 | 96,000 | 96,275 | 96,275 | 234,534 CHF | 236,460 CHF | 100.00% | 100.00% |
19/11/2024 | 0.85% | 2.39 CHF | 2.41 CHF | 97,000 | 97,000 | 97,924 | 97,924 | 230,729 CHF | 232,688 CHF | 99.90% | 99.90% |
18/11/2024 | 0.84% | 2.36 CHF | 2.38 CHF | 98,000 | 98,000 | 97,903 | 97,903 | 231,076 CHF | 233,034 CHF | 100.00% | 100.00% |
15/11/2024 | 0.78% | 2.38 CHF | 2.40 CHF | 97,000 | 97,000 | 94,152 | 94,152 | 241,483 CHF | 243,366 CHF | 100.00% | 100.00% |
14/11/2024 | 0.71% | 2.84 CHF | 2.86 CHF | 90,000 | 90,000 | 89,816 | 89,816 | 253,873 CHF | 255,669 CHF | 100.00% | 100.00% |
13/11/2024 | 0.72% | 2.83 CHF | 2.85 CHF | 90,000 | 90,000 | 90,469 | 90,469 | 252,135 CHF | 253,945 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 2.86 CHF | 2.88 CHF | 89,000 | 89,000 | 89,469 | 89,469 | 254,998 CHF | 256,788 CHF | 99.91% | 99.91% |
11/11/2024 | 0.71% | 2.80 CHF | 2.82 CHF | 90,000 | 90,000 | 90,078 | 90,078 | 253,731 CHF | 255,533 CHF | 100.00% | 100.00% |
08/11/2024 | 0.73% | 2.76 CHF | 2.78 CHF | 91,000 | 91,000 | 91,382 | 91,382 | 249,719 CHF | 251,547 CHF | 98.96% | 98.96% |