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 | 0.40% | 2.59 CHF | 2.62 CHF | 17,000 | 17,000 | 106,235 | 106,235 | 280,113 CHF | 281,186 CHF | 98.90% | 98.90% |
19/11/2024 | 0.38% | 2.68 CHF | 2.71 CHF | 17,000 | 17,000 | 109,989 | 109,989 | 305,392 CHF | 306,503 CHF | 98.73% | 98.73% |
18/11/2024 | 0.38% | 2.80 CHF | 2.83 CHF | 18,000 | 18,000 | 109,137 | 109,137 | 304,652 CHF | 305,754 CHF | 98.94% | 98.94% |
15/11/2024 | 0.39% | 2.74 CHF | 2.77 CHF | 17,000 | 17,000 | 106,822 | 106,822 | 288,930 CHF | 290,009 CHF | 98.94% | 98.94% |
14/11/2024 | 0.42% | 2.52 CHF | 2.55 CHF | 16,000 | 16,000 | 103,250 | 103,250 | 259,632 CHF | 260,675 CHF | 98.85% | 98.85% |
13/11/2024 | 0.42% | 2.47 CHF | 2.50 CHF | 16,000 | 16,000 | 103,244 | 103,244 | 262,793 CHF | 263,835 CHF | 98.87% | 98.87% |
12/11/2024 | 0.42% | 2.54 CHF | 2.57 CHF | 16,000 | 16,000 | 103,312 | 103,312 | 261,764 CHF | 262,807 CHF | 98.74% | 98.74% |
11/11/2024 | 0.43% | 2.40 CHF | 2.43 CHF | 16,000 | 16,000 | 101,255 | 101,255 | 248,762 CHF | 249,784 CHF | 98.90% | 98.90% |
08/11/2024 | 0.41% | 2.55 CHF | 2.58 CHF | 16,000 | 16,000 | 104,245 | 104,245 | 270,054 CHF | 271,107 CHF | 97.77% | 97.77% |
07/11/2024 | 0.40% | 2.63 CHF | 2.66 CHF | 17,000 | 17,000 | 104,752 | 104,752 | 277,594 CHF | 278,652 CHF | 98.90% | 98.90% |