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 | 0.42% | 2.46 CHF | 2.49 CHF | 17,000 | 17,000 | 106,235 | 106,235 | 266,429 CHF | 267,502 CHF | 98.90% | 98.90% |
19/11/2024 | 0.40% | 2.55 CHF | 2.58 CHF | 17,000 | 17,000 | 109,990 | 109,990 | 291,273 CHF | 292,383 CHF | 98.74% | 98.74% |
18/11/2024 | 0.40% | 2.67 CHF | 2.70 CHF | 18,000 | 18,000 | 109,137 | 109,137 | 290,568 CHF | 291,670 CHF | 98.94% | 98.94% |
15/11/2024 | 0.41% | 2.61 CHF | 2.64 CHF | 17,000 | 17,000 | 106,822 | 106,822 | 275,136 CHF | 276,215 CHF | 98.94% | 98.94% |
14/11/2024 | 0.44% | 2.39 CHF | 2.42 CHF | 16,000 | 16,000 | 103,250 | 103,250 | 246,327 CHF | 247,369 CHF | 98.85% | 98.85% |
13/11/2024 | 0.44% | 2.34 CHF | 2.37 CHF | 16,000 | 16,000 | 103,244 | 103,244 | 249,452 CHF | 250,494 CHF | 98.87% | 98.87% |
12/11/2024 | 0.44% | 2.41 CHF | 2.44 CHF | 16,000 | 16,000 | 103,312 | 103,312 | 248,470 CHF | 249,513 CHF | 98.76% | 98.76% |
11/11/2024 | 0.46% | 2.27 CHF | 2.30 CHF | 16,000 | 16,000 | 101,255 | 101,255 | 235,701 CHF | 236,723 CHF | 98.90% | 98.90% |
08/11/2024 | 0.43% | 2.42 CHF | 2.45 CHF | 16,000 | 16,000 | 104,245 | 104,245 | 256,560 CHF | 257,613 CHF | 97.79% | 97.79% |
07/11/2024 | 0.42% | 2.51 CHF | 2.54 CHF | 17,000 | 17,000 | 104,751 | 104,751 | 263,980 CHF | 265,038 CHF | 98.90% | 98.90% |