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 | 0.49% | 2.02 CHF | 2.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 308,543 CHF | 310,043 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 307,134 CHF | 308,634 CHF | 99.87% | 99.87% |
18/11/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 150,000 | 150,000 | 148,536 | 148,536 | 313,279 CHF | 314,765 CHF | 100.00% | 100.00% |
15/11/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 145,000 | 145,000 | 145,293 | 145,293 | 314,094 CHF | 315,546 CHF | 100.00% | 100.00% |
14/11/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 327,268 CHF | 328,718 CHF | 100.00% | 100.00% |
13/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 145,000 | 145,000 | 142,230 | 142,230 | 328,602 CHF | 330,024 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 145,000 | 145,000 | 142,673 | 142,673 | 328,360 CHF | 329,786 CHF | 99.89% | 99.89% |
11/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 330,259 CHF | 331,659 CHF | 100.00% | 100.00% |
08/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 145,000 | 145,000 | 141,998 | 141,998 | 329,122 CHF | 330,542 CHF | 98.93% | 98.93% |
07/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 330,628 CHF | 332,028 CHF | 100.00% | 100.00% |