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 | 0.51% | 1.93 CHF | 1.94 CHF | 160,000 | 160,000 | 159,679 | 159,679 | 313,585 CHF | 315,182 CHF | 99.47% | 99.47% |
19/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 164,000 | 164,000 | 162,720 | 162,720 | 311,314 CHF | 312,941 CHF | 99.40% | 99.40% |
18/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 317,251 CHF | 318,845 CHF | 99.89% | 99.89% |
15/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 160,000 | 160,000 | 159,340 | 159,340 | 314,182 CHF | 315,776 CHF | 100.00% | 100.00% |
14/11/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 160,000 | 160,000 | 161,294 | 161,294 | 310,373 CHF | 311,986 CHF | 98.64% | 98.64% |
13/11/2024 | 0.52% | 1.84 CHF | 1.85 CHF | 164,000 | 164,000 | 162,906 | 162,906 | 309,659 CHF | 311,288 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 164,000 | 164,000 | 159,818 | 159,818 | 313,100 CHF | 314,698 CHF | 99.88% | 99.88% |
11/11/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 160,000 | 160,000 | 159,796 | 159,796 | 311,692 CHF | 313,290 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 164,000 | 164,000 | 162,819 | 162,819 | 305,898 CHF | 307,526 CHF | 98.50% | 98.50% |
07/11/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 160,000 | 160,000 | 156,109 | 156,109 | 316,051 CHF | 317,612 CHF | 100.00% | 100.00% |