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 | 0.40% | 2.45 CHF | 2.46 CHF | 113,000 | 113,000 | 112,300 | 112,300 | 278,668 CHF | 279,791 CHF | 99.48% | 99.48% |
19/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 113,000 | 113,000 | 112,951 | 112,951 | 277,886 CHF | 279,016 CHF | 100.00% | 100.00% |
18/11/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 113,000 | 113,000 | 112,997 | 112,997 | 277,249 CHF | 278,379 CHF | 99.90% | 99.90% |
15/11/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 113,000 | 113,000 | 113,674 | 113,674 | 276,551 CHF | 277,688 CHF | 100.00% | 100.00% |
14/11/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 114,000 | 114,000 | 114,612 | 114,612 | 273,306 CHF | 274,452 CHF | 98.50% | 98.50% |
13/11/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 115,000 | 115,000 | 115,518 | 115,518 | 270,450 CHF | 271,605 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 117,000 | 117,000 | 115,585 | 115,585 | 270,157 CHF | 271,313 CHF | 99.88% | 99.88% |
11/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 114,000 | 114,000 | 114,635 | 114,635 | 273,830 CHF | 274,977 CHF | 100.00% | 100.00% |
08/11/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 116,000 | 116,000 | 115,899 | 115,899 | 269,967 CHF | 271,126 CHF | 98.29% | 98.29% |
07/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 115,000 | 115,000 | 114,549 | 114,549 | 273,878 CHF | 275,024 CHF | 100.00% | 100.00% |