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 | 0.45% | 2.34 CHF | 2.37 CHF | 17,000 | 17,000 | 106,235 | 106,235 | 252,752 CHF | 253,825 CHF | 98.90% | 98.90% |
19/11/2024 | 0.42% | 2.42 CHF | 2.45 CHF | 17,000 | 17,000 | 109,989 | 109,989 | 277,133 CHF | 278,244 CHF | 98.75% | 98.75% |
18/11/2024 | 0.42% | 2.54 CHF | 2.57 CHF | 18,000 | 18,000 | 109,137 | 109,137 | 276,492 CHF | 277,594 CHF | 98.94% | 98.94% |
15/11/2024 | 0.43% | 2.48 CHF | 2.51 CHF | 17,000 | 17,000 | 106,821 | 106,821 | 261,324 CHF | 262,403 CHF | 98.94% | 98.94% |
14/11/2024 | 0.47% | 2.26 CHF | 2.29 CHF | 16,000 | 16,000 | 103,250 | 103,250 | 233,009 CHF | 234,051 CHF | 98.85% | 98.85% |
13/11/2024 | 0.46% | 2.21 CHF | 2.24 CHF | 16,000 | 16,000 | 103,244 | 103,244 | 236,102 CHF | 237,145 CHF | 98.87% | 98.87% |
12/11/2024 | 0.47% | 2.28 CHF | 2.31 CHF | 16,000 | 16,000 | 103,312 | 103,312 | 235,147 CHF | 236,190 CHF | 98.77% | 98.77% |
11/11/2024 | 0.48% | 2.14 CHF | 2.17 CHF | 16,000 | 16,000 | 101,255 | 101,255 | 222,614 CHF | 223,637 CHF | 98.90% | 98.90% |
08/11/2024 | 0.46% | 2.29 CHF | 2.32 CHF | 16,000 | 16,000 | 104,247 | 104,247 | 243,065 CHF | 244,118 CHF | 97.83% | 97.83% |
07/11/2024 | 0.44% | 2.38 CHF | 2.41 CHF | 17,000 | 17,000 | 104,751 | 104,751 | 250,365 CHF | 251,422 CHF | 98.90% | 98.90% |