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 | 0.46% | 2.24 CHF | 2.25 CHF | 124,000 | 124,000 | 55,094 | 55,094 | 122,126 CHF | 122,678 CHF | 99.90% | 99.90% |
19/11/2024 | 0.47% | 2.19 CHF | 2.20 CHF | 122,000 | 122,000 | 53,233 | 53,233 | 115,837 CHF | 116,370 CHF | 100.00% | 100.00% |
18/11/2024 | 0.74% | 2.18 CHF | 2.19 CHF | 122,000 | 122,000 | 53,569 | 53,569 | 113,922 CHF | 114,615 CHF | 99.90% | 99.90% |
15/11/2024 | 0.74% | 2.10 CHF | 2.11 CHF | 118,000 | 118,000 | 47,070 | 47,070 | 98,474 CHF | 99,042 CHF | 99.45% | 99.45% |
14/11/2024 | 0.74% | 2.09 CHF | 2.10 CHF | 118,000 | 118,000 | 53,075 | 53,075 | 111,159 CHF | 111,848 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 2.08 CHF | 2.09 CHF | 118,000 | 118,000 | 53,082 | 53,082 | 109,853 CHF | 110,542 CHF | 100.00% | 100.00% |
12/11/2024 | 0.74% | 2.07 CHF | 2.08 CHF | 118,000 | 118,000 | 53,100 | 53,100 | 110,148 CHF | 110,838 CHF | 99.85% | 99.85% |
11/11/2024 | 0.74% | 2.07 CHF | 2.08 CHF | 118,000 | 118,000 | 53,076 | 53,076 | 110,157 CHF | 110,847 CHF | 99.55% | 99.55% |
08/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 120,000 | 120,000 | 54,194 | 54,194 | 112,890 CHF | 113,433 CHF | 99.47% | 99.47% |
07/11/2024 | 0.55% | 2.08 CHF | 2.09 CHF | 120,000 | 120,000 | 52,349 | 52,349 | 108,968 CHF | 109,518 CHF | 99.90% | 99.90% |