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% | 2.63 CHF | 2.64 CHF | 160,000 | 160,000 | 159,678 | 159,678 | 425,041 CHF | 426,638 CHF | 99.47% | 99.47% |
19/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 164,000 | 164,000 | 162,720 | 162,720 | 424,313 CHF | 425,940 CHF | 99.41% | 99.41% |
18/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 428,346 CHF | 429,939 CHF | 99.89% | 99.89% |
15/11/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 425,533 CHF | 427,127 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 160,000 | 160,000 | 161,294 | 161,294 | 422,859 CHF | 424,472 CHF | 98.63% | 98.63% |
13/11/2024 | 0.38% | 2.54 CHF | 2.55 CHF | 164,000 | 164,000 | 162,907 | 162,907 | 423,069 CHF | 424,698 CHF | 100.00% | 100.00% |
12/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 164,000 | 164,000 | 159,819 | 159,819 | 424,588 CHF | 426,186 CHF | 99.88% | 99.88% |
11/11/2024 | 0.38% | 2.70 CHF | 2.71 CHF | 160,000 | 160,000 | 159,796 | 159,796 | 423,278 CHF | 424,876 CHF | 100.00% | 100.00% |
08/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 164,000 | 164,000 | 162,819 | 162,819 | 419,850 CHF | 421,478 CHF | 98.50% | 98.50% |
07/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 160,000 | 160,000 | 156,112 | 156,112 | 425,358 CHF | 426,920 CHF | 100.00% | 100.00% |