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 | 0.35% | 2.80 CHF | 2.81 CHF | 115,000 | 115,000 | 110,506 | 110,506 | 313,487 CHF | 314,592 CHF | 99.16% | 99.16% |
19/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 115,000 | 115,000 | 113,801 | 113,801 | 319,364 CHF | 320,502 CHF | 99.37% | 99.37% |
18/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 110,000 | 110,000 | 109,540 | 109,540 | 313,072 CHF | 314,167 CHF | 98.56% | 98.56% |
15/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 313,215 CHF | 314,310 CHF | 99.92% | 99.92% |
14/11/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 110,000 | 110,000 | 111,609 | 111,609 | 315,189 CHF | 316,305 CHF | 98.48% | 98.48% |
13/11/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 115,000 | 115,000 | 110,668 | 110,668 | 314,626 CHF | 315,733 CHF | 98.34% | 98.34% |
12/11/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 115,000 | 115,000 | 110,418 | 110,418 | 313,342 CHF | 314,447 CHF | 99.83% | 99.83% |
11/11/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 320,034 CHF | 321,130 CHF | 100.00% | 100.00% |
08/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 316,323 CHF | 317,418 CHF | 99.02% | 99.02% |
07/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 110,000 | 110,000 | 109,544 | 109,544 | 321,861 CHF | 322,956 CHF | 99.40% | 99.40% |