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 | 0.44% | 2.26 CHF | 2.27 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 420,627 CHF | 422,469 CHF | 100.00% | 100.00% |
19/11/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 185,000 | 185,000 | 185,030 | 185,030 | 415,113 CHF | 416,963 CHF | 99.68% | 99.68% |
18/11/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 185,000 | 185,000 | 184,969 | 184,969 | 413,853 CHF | 415,703 CHF | 99.85% | 99.85% |
15/11/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 185,000 | 185,000 | 184,235 | 184,235 | 415,299 CHF | 417,141 CHF | 99.71% | 99.71% |
14/11/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 185,000 | 185,000 | 184,235 | 184,235 | 421,015 CHF | 422,857 CHF | 99.59% | 99.59% |
13/11/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 190,000 | 190,000 | 189,339 | 189,339 | 400,913 CHF | 402,807 CHF | 99.88% | 99.88% |
12/11/2024 | 0.45% | 2.15 CHF | 2.16 CHF | 190,000 | 190,000 | 187,769 | 187,769 | 413,210 CHF | 415,087 CHF | 99.98% | 99.98% |
11/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 416,328 CHF | 418,170 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 185,000 | 185,000 | 185,838 | 185,838 | 412,415 CHF | 414,273 CHF | 99.20% | 99.20% |
07/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 190,000 | 190,000 | 188,358 | 188,358 | 411,947 CHF | 413,831 CHF | 99.80% | 99.80% |