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% | 2.52 CHF | 2.53 CHF | 115,000 | 115,000 | 110,509 | 110,509 | 281,741 CHF | 282,846 CHF | 99.44% | 99.44% |
19/11/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 115,000 | 115,000 | 113,803 | 113,803 | 286,718 CHF | 287,856 CHF | 100.00% | 100.00% |
18/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 281,602 CHF | 282,697 CHF | 99.88% | 99.88% |
15/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 281,681 CHF | 282,777 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 110,000 | 110,000 | 111,615 | 111,615 | 283,043 CHF | 284,159 CHF | 98.56% | 98.56% |
13/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 115,000 | 115,000 | 110,581 | 110,581 | 282,558 CHF | 283,664 CHF | 100.00% | 100.00% |
12/11/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 115,000 | 115,000 | 110,417 | 110,417 | 281,592 CHF | 282,696 CHF | 99.90% | 99.90% |
11/11/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 288,478 CHF | 289,573 CHF | 100.00% | 100.00% |
08/11/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 284,750 CHF | 285,846 CHF | 99.05% | 99.05% |
07/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 290,168 CHF | 291,263 CHF | 100.00% | 100.00% |