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 | 0.51% | 1.94 CHF | 1.95 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 361,460 CHF | 363,302 CHF | 100.00% | 100.00% |
19/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 185,000 | 185,000 | 185,033 | 185,033 | 355,738 CHF | 357,589 CHF | 99.67% | 99.67% |
18/11/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 185,000 | 185,000 | 184,969 | 184,969 | 354,264 CHF | 356,113 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 355,858 CHF | 357,700 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 185,000 | 185,000 | 184,233 | 184,233 | 361,636 CHF | 363,478 CHF | 99.38% | 99.38% |
13/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 190,000 | 190,000 | 189,337 | 189,337 | 340,237 CHF | 342,130 CHF | 99.88% | 99.88% |
12/11/2024 | 0.53% | 1.83 CHF | 1.84 CHF | 190,000 | 190,000 | 187,769 | 187,769 | 352,667 CHF | 354,545 CHF | 99.81% | 99.81% |
11/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 185,000 | 185,000 | 184,237 | 184,237 | 356,958 CHF | 358,800 CHF | 100.00% | 100.00% |
08/11/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 185,000 | 185,000 | 185,838 | 185,838 | 352,710 CHF | 354,569 CHF | 99.17% | 99.17% |
07/11/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 190,000 | 190,000 | 188,356 | 188,356 | 350,833 CHF | 352,717 CHF | 99.83% | 99.83% |