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 | 0.47% | 2.10 CHF | 2.11 CHF | 160,000 | 160,000 | 159,679 | 159,679 | 340,570 CHF | 342,167 CHF | 99.43% | 99.43% |
19/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 164,000 | 164,000 | 162,720 | 162,720 | 338,371 CHF | 339,998 CHF | 99.41% | 99.41% |
18/11/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 343,864 CHF | 345,458 CHF | 99.88% | 99.88% |
15/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 341,230 CHF | 342,824 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 2.13 CHF | 2.14 CHF | 160,000 | 160,000 | 161,294 | 161,294 | 337,709 CHF | 339,322 CHF | 98.61% | 98.61% |
13/11/2024 | 0.48% | 2.01 CHF | 2.02 CHF | 164,000 | 164,000 | 162,909 | 162,909 | 337,027 CHF | 338,656 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 2.07 CHF | 2.08 CHF | 164,000 | 164,000 | 159,820 | 159,820 | 339,822 CHF | 341,420 CHF | 99.88% | 99.88% |
11/11/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 160,000 | 160,000 | 159,796 | 159,796 | 338,394 CHF | 339,992 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 164,000 | 164,000 | 162,819 | 162,819 | 333,598 CHF | 335,226 CHF | 98.51% | 98.51% |
07/11/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 160,000 | 160,000 | 156,113 | 156,113 | 342,328 CHF | 343,889 CHF | 100.00% | 100.00% |