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 | 0.38% | 2.56 CHF | 2.57 CHF | 108,000 | 108,000 | 107,013 | 107,013 | 280,435 CHF | 281,505 CHF | 99.28% | 99.28% |
19/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 108,000 | 108,000 | 107,275 | 107,275 | 280,046 CHF | 281,118 CHF | 99.97% | 99.97% |
18/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 104,000 | 104,000 | 104,487 | 104,487 | 278,891 CHF | 279,936 CHF | 99.89% | 99.89% |
15/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 280,703 CHF | 281,779 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 108,000 | 108,000 | 107,548 | 107,548 | 278,328 CHF | 279,404 CHF | 98.59% | 98.59% |
13/11/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 108,000 | 108,000 | 107,569 | 107,569 | 277,219 CHF | 278,295 CHF | 99.99% | 99.99% |
12/11/2024 | 0.38% | 2.56 CHF | 2.57 CHF | 108,000 | 108,000 | 107,552 | 107,552 | 281,759 CHF | 282,835 CHF | 99.13% | 99.13% |
11/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 104,000 | 104,000 | 106,442 | 106,442 | 282,604 CHF | 283,668 CHF | 100.00% | 100.00% |
08/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 108,000 | 108,000 | 107,550 | 107,550 | 282,131 CHF | 283,206 CHF | 99.04% | 99.04% |
07/11/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 104,000 | 104,000 | 103,571 | 103,571 | 278,861 CHF | 279,897 CHF | 100.00% | 100.00% |