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 | 0.82% | 2.36 CHF | 2.37 CHF | 76,000 | 76,000 | 50,603 | 50,603 | 118,752 CHF | 119,646 CHF | 100.00% | 100.00% |
19/11/2024 | 0.84% | 2.34 CHF | 2.35 CHF | 76,000 | 76,000 | 49,919 | 49,919 | 114,886 CHF | 115,766 CHF | 98.99% | 98.99% |
18/11/2024 | 0.83% | 2.34 CHF | 2.35 CHF | 75,000 | 75,000 | 49,984 | 49,984 | 116,036 CHF | 116,921 CHF | 100.00% | 100.00% |
15/11/2024 | 0.86% | 2.34 CHF | 2.35 CHF | 75,000 | 75,000 | 49,152 | 49,152 | 113,229 CHF | 114,126 CHF | 71.90% | 71.90% |
14/11/2024 | 0.85% | 2.25 CHF | 2.26 CHF | 72,000 | 72,000 | 48,363 | 48,363 | 109,369 CHF | 110,225 CHF | 100.00% | 100.00% |
13/11/2024 | 0.82% | 2.32 CHF | 2.33 CHF | 75,000 | 75,000 | 50,887 | 50,887 | 119,146 CHF | 120,047 CHF | 99.88% | 99.88% |
12/11/2024 | 0.84% | 2.36 CHF | 2.37 CHF | 77,000 | 77,000 | 50,011 | 50,011 | 115,067 CHF | 115,950 CHF | 99.96% | 99.96% |
11/11/2024 | 0.88% | 2.25 CHF | 2.26 CHF | 73,000 | 73,000 | 47,783 | 47,783 | 104,205 CHF | 105,049 CHF | 99.82% | 99.82% |
08/11/2024 | 0.90% | 2.13 CHF | 2.14 CHF | 71,000 | 71,000 | 47,754 | 47,754 | 102,258 CHF | 103,102 CHF | 99.79% | 99.79% |
07/11/2024 | 0.86% | 2.15 CHF | 2.16 CHF | 72,000 | 72,000 | 49,132 | 49,132 | 108,399 CHF | 109,271 CHF | 99.99% | 99.99% |