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 | 0.34% | 2.89 CHF | 2.90 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 537,303 CHF | 539,146 CHF | 99.98% | 99.98% |
19/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 185,000 | 185,000 | 185,034 | 185,034 | 532,137 CHF | 533,987 CHF | 99.71% | 99.71% |
18/11/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 185,000 | 185,000 | 184,969 | 184,969 | 531,177 CHF | 533,027 CHF | 99.95% | 99.95% |
15/11/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 532,476 CHF | 534,318 CHF | 100.00% | 100.00% |
14/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 185,000 | 185,000 | 184,235 | 184,235 | 537,989 CHF | 539,832 CHF | 99.57% | 99.57% |
13/11/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 190,000 | 190,000 | 189,332 | 189,332 | 521,127 CHF | 523,020 CHF | 99.67% | 99.67% |
12/11/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 190,000 | 190,000 | 187,768 | 187,768 | 532,102 CHF | 533,980 CHF | 99.77% | 99.77% |
11/11/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 533,441 CHF | 535,284 CHF | 99.99% | 99.99% |
08/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 185,000 | 185,000 | 185,840 | 185,840 | 530,830 CHF | 532,688 CHF | 99.19% | 99.19% |
07/11/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 190,000 | 190,000 | 188,351 | 188,351 | 531,970 CHF | 533,854 CHF | 99.82% | 99.82% |