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% | 2.54 CHF | 2.55 CHF | 115,000 | 115,000 | 110,507 | 110,507 | 283,694 CHF | 284,799 CHF | 99.26% | 99.26% |
19/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 115,000 | 115,000 | 113,804 | 113,804 | 288,746 CHF | 289,884 CHF | 99.53% | 99.53% |
18/11/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 283,549 CHF | 284,644 CHF | 99.90% | 99.90% |
15/11/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 283,611 CHF | 284,707 CHF | 99.93% | 99.93% |
14/11/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 110,000 | 110,000 | 111,611 | 111,611 | 285,068 CHF | 286,184 CHF | 98.47% | 98.47% |
13/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 115,000 | 115,000 | 110,670 | 110,670 | 284,781 CHF | 285,888 CHF | 98.37% | 98.37% |
12/11/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 115,000 | 115,000 | 110,417 | 110,417 | 283,586 CHF | 284,690 CHF | 99.88% | 99.88% |
11/11/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 290,449 CHF | 291,545 CHF | 100.00% | 100.00% |
08/11/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 110,000 | 110,000 | 109,541 | 109,541 | 286,685 CHF | 287,780 CHF | 98.99% | 98.99% |
07/11/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 110,000 | 110,000 | 109,543 | 109,543 | 292,160 CHF | 293,255 CHF | 99.35% | 99.35% |