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 | 0.48% | 2.17 CHF | 2.20 CHF | 17,000 | 17,000 | 106,235 | 106,235 | 234,791 CHF | 235,863 CHF | 98.90% | 98.90% |
19/11/2024 | 0.45% | 2.25 CHF | 2.28 CHF | 17,000 | 17,000 | 109,988 | 109,988 | 258,570 CHF | 259,680 CHF | 98.71% | 98.71% |
18/11/2024 | 0.45% | 2.37 CHF | 2.40 CHF | 18,000 | 18,000 | 109,138 | 109,138 | 257,990 CHF | 259,092 CHF | 98.94% | 98.94% |
15/11/2024 | 0.47% | 2.31 CHF | 2.34 CHF | 17,000 | 17,000 | 106,822 | 106,822 | 243,177 CHF | 244,256 CHF | 98.94% | 98.94% |
14/11/2024 | 0.51% | 2.09 CHF | 2.12 CHF | 16,000 | 16,000 | 103,250 | 103,250 | 215,495 CHF | 216,537 CHF | 98.85% | 98.85% |
13/11/2024 | 0.50% | 2.04 CHF | 2.07 CHF | 16,000 | 16,000 | 103,244 | 103,244 | 218,579 CHF | 219,622 CHF | 98.87% | 98.87% |
12/11/2024 | 0.50% | 2.12 CHF | 2.15 CHF | 16,000 | 16,000 | 103,311 | 103,311 | 217,619 CHF | 218,662 CHF | 98.73% | 98.73% |
11/11/2024 | 0.52% | 1.97 CHF | 2.00 CHF | 16,000 | 16,000 | 101,255 | 101,255 | 205,410 CHF | 206,433 CHF | 98.90% | 98.90% |
08/11/2024 | 0.49% | 2.12 CHF | 2.15 CHF | 16,000 | 16,000 | 104,247 | 104,247 | 225,316 CHF | 226,369 CHF | 97.80% | 97.80% |
07/11/2024 | 0.48% | 2.20 CHF | 2.23 CHF | 17,000 | 17,000 | 104,750 | 104,750 | 232,469 CHF | 233,527 CHF | 98.90% | 98.90% |