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 | 110,509 | 110,509 | 312,947 CHF | 314,052 CHF | 99.44% | 99.44% |
19/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 115,000 | 115,000 | 113,804 | 113,804 | 318,810 CHF | 319,948 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 312,562 CHF | 313,658 CHF | 99.88% | 99.88% |
15/11/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 312,640 CHF | 313,736 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 110,000 | 110,000 | 111,614 | 111,614 | 314,524 CHF | 315,640 CHF | 98.56% | 98.56% |
13/11/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 115,000 | 115,000 | 110,580 | 110,580 | 313,813 CHF | 314,919 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 115,000 | 115,000 | 110,417 | 110,417 | 312,716 CHF | 313,820 CHF | 99.90% | 99.90% |
11/11/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 319,516 CHF | 320,612 CHF | 100.00% | 100.00% |
08/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 110,000 | 110,000 | 109,542 | 109,542 | 315,706 CHF | 316,801 CHF | 99.05% | 99.05% |
07/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 321,294 CHF | 322,390 CHF | 100.00% | 100.00% |