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% | 2.82 CHF | 2.83 CHF | 50,000 | 50,000 | 49,720 | 49,720 | 142,708 CHF | 143,205 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 49,000 | 49,000 | 48,480 | 48,480 | 143,909 CHF | 144,394 CHF | 100.00% | 100.00% |
18/11/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 144,724 CHF | 145,204 CHF | 100.00% | 100.00% |
15/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 47,000 | 47,000 | 47,069 | 47,069 | 143,860 CHF | 144,331 CHF | 100.00% | 100.00% |
14/11/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 47,000 | 47,000 | 47,680 | 47,680 | 144,527 CHF | 145,004 CHF | 99.39% | 99.39% |
13/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 48,000 | 48,000 | 47,569 | 47,569 | 144,069 CHF | 144,545 CHF | 100.00% | 100.00% |
12/11/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 48,000 | 48,000 | 47,160 | 47,160 | 144,068 CHF | 144,540 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 47,000 | 47,000 | 46,999 | 46,999 | 145,888 CHF | 146,358 CHF | 99.93% | 99.93% |
08/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 48,000 | 48,000 | 47,760 | 47,760 | 144,796 CHF | 145,274 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 47,000 | 47,000 | 46,998 | 46,998 | 145,662 CHF | 146,132 CHF | 100.00% | 100.00% |