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 | 0.39% | 2.55 CHF | 2.56 CHF | 94,000 | 94,000 | 93,115 | 93,115 | 239,867 CHF | 240,798 CHF | 100.00% | 100.00% |
19/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 93,000 | 93,000 | 93,520 | 93,520 | 238,982 CHF | 239,917 CHF | 100.00% | 100.00% |
18/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 92,000 | 92,000 | 92,630 | 92,630 | 241,013 CHF | 241,939 CHF | 100.00% | 100.00% |
15/11/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 93,000 | 93,000 | 92,597 | 92,597 | 239,973 CHF | 240,899 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 93,000 | 93,000 | 93,649 | 93,649 | 237,877 CHF | 238,814 CHF | 99.39% | 99.39% |
13/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 96,000 | 96,000 | 95,677 | 95,677 | 231,658 CHF | 232,614 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 2.40 CHF | 2.41 CHF | 96,000 | 96,000 | 94,583 | 94,583 | 235,354 CHF | 236,299 CHF | 100.00% | 100.00% |
11/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 93,000 | 93,000 | 93,007 | 93,007 | 238,561 CHF | 239,491 CHF | 99.93% | 99.93% |
08/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 94,000 | 94,000 | 92,901 | 92,901 | 239,863 CHF | 240,792 CHF | 100.00% | 100.00% |
07/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 91,000 | 91,000 | 91,391 | 91,391 | 242,120 CHF | 243,033 CHF | 100.00% | 100.00% |