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% | 2.32 CHF | 2.33 CHF | 160,000 | 160,000 | 159,678 | 159,678 | 376,357 CHF | 377,954 CHF | 99.43% | 99.43% |
19/11/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 164,000 | 164,000 | 162,720 | 162,720 | 375,169 CHF | 376,796 CHF | 99.41% | 99.41% |
18/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 379,987 CHF | 381,581 CHF | 99.88% | 99.88% |
15/11/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 377,058 CHF | 378,651 CHF | 100.00% | 100.00% |
14/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 160,000 | 160,000 | 161,295 | 161,295 | 373,973 CHF | 375,586 CHF | 98.55% | 98.55% |
13/11/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 164,000 | 164,000 | 162,909 | 162,909 | 373,541 CHF | 375,170 CHF | 100.00% | 100.00% |
12/11/2024 | 0.42% | 2.30 CHF | 2.31 CHF | 164,000 | 164,000 | 159,820 | 159,820 | 375,753 CHF | 377,351 CHF | 99.89% | 99.89% |
11/11/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 160,000 | 160,000 | 159,797 | 159,797 | 374,789 CHF | 376,387 CHF | 100.00% | 100.00% |
08/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 164,000 | 164,000 | 162,819 | 162,819 | 370,230 CHF | 371,859 CHF | 98.51% | 98.51% |
07/11/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 160,000 | 160,000 | 156,111 | 156,111 | 377,674 CHF | 379,235 CHF | 100.00% | 100.00% |