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 | 0.36% | 2.75 CHF | 2.76 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 512,664 CHF | 514,506 CHF | 100.00% | 100.00% |
19/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 185,000 | 185,000 | 185,036 | 185,036 | 507,521 CHF | 509,371 CHF | 100.00% | 100.00% |
18/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 185,000 | 185,000 | 184,969 | 184,969 | 506,154 CHF | 508,004 CHF | 100.00% | 100.00% |
15/11/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 507,415 CHF | 509,257 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 185,000 | 185,000 | 184,238 | 184,238 | 512,954 CHF | 514,796 CHF | 100.00% | 100.00% |
13/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 190,000 | 190,000 | 189,340 | 189,340 | 495,833 CHF | 497,727 CHF | 100.00% | 100.00% |
12/11/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 190,000 | 190,000 | 187,767 | 187,767 | 506,933 CHF | 508,810 CHF | 100.00% | 100.00% |
11/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 185,000 | 185,000 | 184,203 | 184,203 | 508,324 CHF | 510,167 CHF | 100.00% | 100.00% |
08/11/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 185,000 | 185,000 | 185,836 | 185,836 | 505,483 CHF | 507,341 CHF | 99.19% | 99.19% |
07/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 190,000 | 190,000 | 188,353 | 188,353 | 506,687 CHF | 508,571 CHF | 100.00% | 100.00% |