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 | 102,000 | 102,000 | 40,242 | 40,242 | 91,047 CHF | 91,452 CHF | 99.75% | 99.75% |
19/11/2024 | 0.48% | 2.22 CHF | 2.23 CHF | 104,000 | 104,000 | 41,864 | 41,864 | 89,604 CHF | 90,023 CHF | 99.97% | 99.97% |
18/11/2024 | 0.49% | 2.15 CHF | 2.16 CHF | 104,000 | 104,000 | 40,615 | 40,615 | 84,507 CHF | 84,914 CHF | 99.89% | 99.89% |
15/11/2024 | 0.44% | 2.14 CHF | 2.15 CHF | 104,000 | 104,000 | 40,306 | 40,306 | 90,920 CHF | 91,324 CHF | 99.22% | 99.22% |
14/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 98,000 | 98,000 | 38,906 | 38,906 | 96,422 CHF | 96,812 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 100,000 | 100,000 | 39,019 | 39,019 | 98,325 CHF | 98,716 CHF | 100.00% | 100.00% |
12/11/2024 | 0.52% | 2.60 CHF | 2.61 CHF | 98,000 | 98,000 | 35,996 | 35,996 | 95,301 CHF | 95,669 CHF | 95.89% | 99.82% |
11/11/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 96,000 | 96,000 | 36,715 | 36,715 | 102,505 CHF | 102,873 CHF | 99.59% | 99.59% |
08/11/2024 | 0.34% | 2.83 CHF | 2.84 CHF | 94,000 | 94,000 | 36,252 | 36,252 | 105,707 CHF | 106,070 CHF | 100.00% | 100.00% |
07/11/2024 | 0.72% | 3.09 CHF | 3.10 CHF | 90,000 | 90,000 | 28,566 | 28,566 | 81,858 CHF | 82,231 CHF | 98.05% | 98.05% |