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 | 0.42% | 2.36 CHF | 2.37 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 228,704 CHF | 229,664 CHF | 99.39% | 99.39% |
19/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 226,403 CHF | 227,363 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 230,463 CHF | 231,423 CHF | 99.85% | 99.85% |
15/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 228,385 CHF | 229,345 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 96,000 | 96,000 | 96,025 | 96,025 | 224,477 CHF | 225,438 CHF | 98.63% | 98.63% |
13/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 100,000 | 100,000 | 98,868 | 98,868 | 228,411 CHF | 229,399 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 100,000 | 100,000 | 96,514 | 96,514 | 225,730 CHF | 226,695 CHF | 99.88% | 99.88% |
11/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 228,096 CHF | 229,056 CHF | 100.00% | 100.00% |
08/11/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 226,504 CHF | 227,464 CHF | 99.04% | 99.04% |
07/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 96,000 | 96,000 | 95,999 | 95,999 | 229,730 CHF | 230,690 CHF | 99.94% | 99.94% |