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 | 0.39% | 2.55 CHF | 2.56 CHF | 160,000 | 160,000 | 159,679 | 159,679 | 412,148 CHF | 413,745 CHF | 99.43% | 99.43% |
19/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 164,000 | 164,000 | 162,720 | 162,720 | 411,198 CHF | 412,825 CHF | 99.41% | 99.41% |
18/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 415,447 CHF | 417,040 CHF | 99.88% | 99.88% |
15/11/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 412,961 CHF | 414,554 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 160,000 | 160,000 | 161,294 | 161,294 | 410,210 CHF | 411,823 CHF | 98.60% | 98.60% |
13/11/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 164,000 | 164,000 | 162,909 | 162,909 | 410,290 CHF | 411,919 CHF | 100.00% | 100.00% |
12/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 164,000 | 164,000 | 159,820 | 159,820 | 411,661 CHF | 413,259 CHF | 99.89% | 99.89% |
11/11/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 160,000 | 160,000 | 159,795 | 159,795 | 410,332 CHF | 411,930 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 164,000 | 164,000 | 162,819 | 162,819 | 406,633 CHF | 408,261 CHF | 98.51% | 98.51% |
07/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 160,000 | 160,000 | 156,113 | 156,113 | 412,617 CHF | 414,178 CHF | 100.00% | 100.00% |