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 | 0.37% | 2.73 CHF | 2.74 CHF | 104,000 | 104,000 | 102,740 | 102,740 | 274,083 CHF | 275,110 CHF | 100.00% | 100.00% |
19/11/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 103,000 | 103,000 | 102,765 | 102,765 | 272,664 CHF | 273,691 CHF | 100.00% | 100.00% |
18/11/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 279,913 CHF | 280,944 CHF | 100.00% | 100.00% |
15/11/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 243,809 CHF | 244,796 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 96,000 | 96,000 | 96,674 | 96,674 | 224,996 CHF | 225,962 CHF | 100.00% | 100.00% |
13/11/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 274,626 CHF | 275,650 CHF | 100.00% | 100.00% |
12/11/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 258,918 CHF | 259,921 CHF | 100.00% | 100.00% |
11/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 266,397 CHF | 267,411 CHF | 100.00% | 100.00% |
08/11/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 279,327 CHF | 280,354 CHF | 100.00% | 100.00% |
07/11/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 102,000 | 102,000 | 102,628 | 102,628 | 281,883 CHF | 282,909 CHF | 100.00% | 100.00% |