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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 180,000 | 180,000 | 179,366 | 179,366 | 454,484 CHF | 456,278 CHF | 100.00% | 100.00% |
22/11/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 450,910 CHF | 452,752 CHF | 99.98% | 99.98% |
20/11/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 444,898 CHF | 446,741 CHF | 100.00% | 100.00% |
19/11/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 185,000 | 185,000 | 185,035 | 185,035 | 439,808 CHF | 441,658 CHF | 100.00% | 100.00% |
18/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 185,000 | 185,000 | 184,967 | 184,967 | 438,310 CHF | 440,160 CHF | 100.00% | 100.00% |
15/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 439,723 CHF | 441,565 CHF | 100.00% | 100.00% |
14/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 185,000 | 185,000 | 184,238 | 184,238 | 445,735 CHF | 447,578 CHF | 100.00% | 100.00% |
13/11/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 190,000 | 190,000 | 189,345 | 189,345 | 426,291 CHF | 428,185 CHF | 100.00% | 100.00% |
12/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 190,000 | 190,000 | 187,768 | 187,768 | 438,083 CHF | 439,961 CHF | 100.00% | 100.00% |
11/11/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 185,000 | 185,000 | 184,192 | 184,192 | 440,883 CHF | 442,725 CHF | 100.00% | 100.00% |