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 | 0.35% | 2.92 CHF | 2.93 CHF | 104,000 | 104,000 | 102,740 | 102,740 | 293,234 CHF | 294,261 CHF | 100.00% | 100.00% |
19/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 103,000 | 103,000 | 102,765 | 102,765 | 291,798 CHF | 292,825 CHF | 100.00% | 100.00% |
18/11/2024 | 0.34% | 2.84 CHF | 2.85 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 299,182 CHF | 300,214 CHF | 100.00% | 100.00% |
15/11/2024 | 0.38% | 2.74 CHF | 2.75 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 262,269 CHF | 263,256 CHF | 100.00% | 100.00% |
14/11/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 96,000 | 96,000 | 96,674 | 96,674 | 243,087 CHF | 244,054 CHF | 100.00% | 100.00% |
13/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 293,826 CHF | 294,850 CHF | 100.00% | 100.00% |
12/11/2024 | 0.37% | 2.81 CHF | 2.82 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 277,603 CHF | 278,606 CHF | 100.00% | 100.00% |
11/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 285,350 CHF | 286,363 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 298,598 CHF | 299,625 CHF | 100.00% | 100.00% |
07/11/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 102,000 | 102,000 | 102,628 | 102,628 | 301,184 CHF | 302,210 CHF | 100.00% | 100.00% |