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 | 0.46% | 2.15 CHF | 2.16 CHF | 157,000 | 157,000 | 154,842 | 154,842 | 337,280 CHF | 338,829 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 154,000 | 154,000 | 155,385 | 155,385 | 336,742 CHF | 338,296 CHF | 100.00% | 100.00% |
18/11/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 154,000 | 154,000 | 152,953 | 152,953 | 341,535 CHF | 343,065 CHF | 100.00% | 100.00% |
15/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 343,544 CHF | 345,044 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 2.29 CHF | 2.30 CHF | 150,000 | 150,000 | 152,131 | 152,131 | 340,290 CHF | 341,812 CHF | 100.00% | 100.00% |
13/11/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 154,000 | 154,000 | 153,938 | 153,938 | 340,388 CHF | 341,928 CHF | 100.00% | 100.00% |
12/11/2024 | 0.44% | 2.20 CHF | 2.21 CHF | 154,000 | 154,000 | 151,076 | 151,076 | 338,914 CHF | 340,425 CHF | 100.00% | 100.00% |
11/11/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 147,000 | 147,000 | 146,540 | 146,540 | 348,237 CHF | 349,702 CHF | 100.00% | 100.00% |
08/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 147,000 | 147,000 | 146,231 | 146,231 | 348,858 CHF | 350,321 CHF | 99.18% | 99.18% |
07/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 140,000 | 140,000 | 138,631 | 138,631 | 355,400 CHF | 356,786 CHF | 100.00% | 100.00% |