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% | 2.86 CHF | 2.87 CHF | 113,000 | 113,000 | 112,300 | 112,300 | 324,125 CHF | 325,248 CHF | 99.43% | 99.43% |
19/11/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 113,000 | 113,000 | 112,951 | 112,951 | 323,706 CHF | 324,836 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 113,000 | 113,000 | 112,997 | 112,997 | 323,066 CHF | 324,196 CHF | 99.88% | 99.88% |
15/11/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 113,000 | 113,000 | 113,673 | 113,673 | 322,512 CHF | 323,648 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 114,000 | 114,000 | 114,611 | 114,611 | 319,781 CHF | 320,927 CHF | 98.60% | 98.60% |
13/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 115,000 | 115,000 | 115,518 | 115,518 | 317,327 CHF | 318,482 CHF | 100.00% | 100.00% |
12/11/2024 | 0.36% | 2.70 CHF | 2.71 CHF | 117,000 | 117,000 | 115,585 | 115,585 | 316,995 CHF | 318,150 CHF | 99.90% | 99.90% |
11/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 114,000 | 114,000 | 114,635 | 114,635 | 320,118 CHF | 321,265 CHF | 100.00% | 100.00% |
08/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 116,000 | 116,000 | 115,899 | 115,899 | 316,893 CHF | 318,052 CHF | 98.30% | 98.30% |
07/11/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 115,000 | 115,000 | 114,549 | 114,549 | 320,195 CHF | 321,341 CHF | 100.00% | 100.00% |