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 | 0.52% | 2.00 CHF | 2.01 CHF | 124,000 | 124,000 | 55,093 | 55,093 | 108,697 CHF | 109,249 CHF | 99.90% | 99.90% |
19/11/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 122,000 | 122,000 | 53,231 | 53,231 | 102,975 CHF | 103,509 CHF | 100.00% | 100.00% |
18/11/2024 | 0.84% | 1.94 CHF | 1.95 CHF | 122,000 | 122,000 | 53,570 | 53,570 | 100,904 CHF | 101,598 CHF | 99.90% | 99.90% |
15/11/2024 | 0.83% | 1.85 CHF | 1.86 CHF | 118,000 | 118,000 | 47,069 | 47,069 | 87,056 CHF | 87,624 CHF | 99.45% | 99.45% |
14/11/2024 | 0.84% | 1.85 CHF | 1.86 CHF | 118,000 | 118,000 | 53,075 | 53,075 | 98,242 CHF | 98,931 CHF | 100.00% | 100.00% |
13/11/2024 | 0.84% | 1.84 CHF | 1.85 CHF | 118,000 | 118,000 | 53,085 | 53,085 | 97,075 CHF | 97,765 CHF | 100.00% | 100.00% |
12/11/2024 | 0.84% | 1.83 CHF | 1.84 CHF | 118,000 | 118,000 | 53,086 | 53,086 | 97,316 CHF | 98,006 CHF | 99.88% | 99.88% |
11/11/2024 | 0.84% | 1.83 CHF | 1.84 CHF | 118,000 | 118,000 | 53,075 | 53,075 | 97,382 CHF | 98,073 CHF | 99.56% | 99.56% |
08/11/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 120,000 | 120,000 | 54,268 | 54,268 | 100,073 CHF | 100,617 CHF | 99.16% | 99.16% |
07/11/2024 | 0.62% | 1.84 CHF | 1.85 CHF | 120,000 | 120,000 | 52,349 | 52,349 | 96,443 CHF | 96,993 CHF | 99.90% | 99.90% |