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 | 0.37% | 2.66 CHF | 2.67 CHF | 160,000 | 160,000 | 159,679 | 159,679 | 430,013 CHF | 431,610 CHF | 99.44% | 99.44% |
19/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 164,000 | 164,000 | 162,721 | 162,721 | 429,452 CHF | 431,080 CHF | 99.41% | 99.41% |
18/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 433,721 CHF | 435,315 CHF | 99.88% | 99.88% |
15/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 430,881 CHF | 432,474 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 160,000 | 160,000 | 161,294 | 161,294 | 428,368 CHF | 429,981 CHF | 98.58% | 98.58% |
13/11/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 164,000 | 164,000 | 162,907 | 162,907 | 428,506 CHF | 430,136 CHF | 100.00% | 100.00% |
12/11/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 164,000 | 164,000 | 159,818 | 159,818 | 429,609 CHF | 431,207 CHF | 99.90% | 99.90% |
11/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 160,000 | 160,000 | 159,795 | 159,795 | 428,333 CHF | 429,931 CHF | 100.00% | 100.00% |
08/11/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 164,000 | 164,000 | 162,819 | 162,819 | 425,305 CHF | 426,933 CHF | 98.51% | 98.51% |
07/11/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 160,000 | 160,000 | 156,114 | 156,114 | 430,659 CHF | 432,220 CHF | 100.00% | 100.00% |