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 | 0.49% | 1.99 CHF | 2.00 CHF | 160,000 | 160,000 | 159,679 | 159,679 | 322,308 CHF | 323,905 CHF | 99.43% | 99.43% |
19/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 164,000 | 164,000 | 162,720 | 162,720 | 319,772 CHF | 321,400 CHF | 99.41% | 99.41% |
18/11/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 325,597 CHF | 327,190 CHF | 99.88% | 99.88% |
15/11/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 322,895 CHF | 324,488 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 160,000 | 160,000 | 161,294 | 161,294 | 319,183 CHF | 320,796 CHF | 98.61% | 98.61% |
13/11/2024 | 0.51% | 1.90 CHF | 1.91 CHF | 164,000 | 164,000 | 162,909 | 162,909 | 318,200 CHF | 319,829 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 164,000 | 164,000 | 159,820 | 159,820 | 321,495 CHF | 323,093 CHF | 99.90% | 99.90% |
11/11/2024 | 0.50% | 2.06 CHF | 2.07 CHF | 160,000 | 160,000 | 159,796 | 159,796 | 320,129 CHF | 321,727 CHF | 100.00% | 100.00% |
08/11/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 164,000 | 164,000 | 162,818 | 162,818 | 314,790 CHF | 316,418 CHF | 98.51% | 98.51% |
07/11/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 160,000 | 160,000 | 156,113 | 156,113 | 324,270 CHF | 325,831 CHF | 100.00% | 100.00% |