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 | 0.50% | 2.06 CHF | 2.07 CHF | 102,000 | 102,000 | 40,241 | 40,241 | 83,545 CHF | 83,950 CHF | 99.75% | 99.75% |
19/11/2024 | 0.53% | 2.03 CHF | 2.04 CHF | 104,000 | 104,000 | 41,865 | 41,865 | 81,795 CHF | 82,214 CHF | 99.97% | 99.97% |
18/11/2024 | 0.54% | 1.97 CHF | 1.98 CHF | 104,000 | 104,000 | 40,612 | 40,612 | 76,890 CHF | 77,296 CHF | 99.88% | 99.88% |
15/11/2024 | 0.48% | 1.95 CHF | 1.96 CHF | 104,000 | 104,000 | 40,307 | 40,307 | 83,398 CHF | 83,802 CHF | 99.22% | 99.22% |
14/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 98,000 | 98,000 | 38,901 | 38,901 | 89,124 CHF | 89,514 CHF | 100.00% | 100.00% |
13/11/2024 | 0.43% | 2.24 CHF | 2.25 CHF | 100,000 | 100,000 | 39,023 | 39,023 | 91,053 CHF | 91,444 CHF | 100.00% | 100.00% |
12/11/2024 | 0.56% | 2.42 CHF | 2.43 CHF | 98,000 | 98,000 | 36,005 | 36,005 | 88,628 CHF | 88,995 CHF | 95.89% | 99.82% |
11/11/2024 | 0.38% | 2.53 CHF | 2.54 CHF | 96,000 | 96,000 | 36,712 | 36,712 | 95,693 CHF | 96,060 CHF | 99.59% | 99.59% |
08/11/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 94,000 | 94,000 | 36,250 | 36,250 | 99,038 CHF | 99,401 CHF | 100.00% | 100.00% |
07/11/2024 | 0.78% | 2.90 CHF | 2.91 CHF | 90,000 | 90,000 | 28,565 | 28,565 | 76,624 CHF | 76,996 CHF | 98.05% | 98.05% |